This paper presents results concerning the nonlinear analysis of the mean annual value temperature time series corresponding to the Earth’s global climate for the time period of 713 – 2004. The nonlinear analysis consists of the application of several filtering methods, the estimation of...

Purpose of this paper is the description of the tecniques used to generate pseudo-random numbers, to be added as disturbance terms to the stochastic structural equations of econometric models. These disturbance terms should have the same statistical properties as the residuals obtained, in each...

In this paper we present a real-life application of a fuzzy expert system aimed at rating and ranking firms. Unlike standard DCF models, it integrates financial, strategic and business determinants and processes both quantitative and qualitative variables. Twenty-one value drivers are defined,...

Economic modelers or econometricians know that they have to control the accuracy of the computations, to get their results safe. Unfortunately, even if a few softwares allow to control it (especially in using an interval arithmetic), most of them are presented like black boxes, from an...

In simulation we often have to generate correlated random variables by giving a reference intercorrelation matrix, R or Q. The matrix R is positive definite and a valid correlation matrix. The matrix Q may appear to be a correlation matrix but it may be invalid (negative definite). With R(m,m)...

The nearest correlation matrix problem is to find a valid (positive semidefinite) correlation matrix, R(m,m), that is nearest to a given invalid (negative semidefinite) or pseudo-correlation matrix, Q(m,m); m larger than 2. In the literature on this problem, 'nearest' is invariably defined in...

National account (N.A.) is not a neutral technique. It depends on the state of the theoretical mechanism - macroeconomic and statistical one. When we teach N.A., we show these mechanisms through account’s tools (TEI, TEE, and so on.) with the available data. In France, especially in the high...

In this paper we propose the organization of the structural analysis of the business processes of small businesses and agricultural cooperatives agricultural sector. The content of the business processes in these economic entities at the time of the study, an assessment is the effectiveness of...

In meiner Antrittsvorlesung versuche ich, meine Forschungs- und Lehrvorhaben in drei Themenkomplexen zu umschreiben. Der erste Themenbereich 'Statistik und Freie Berufe', zugleich Denomination meiner Professur, beschreibt nach den Charakteristika Freier Berufe Möglichkeiten und Grenzen der...

One can compare Econometrics with an Art which tries to minimize the lag between a quantitative law and a sample of data. Hence, the econometrics teaches us that before to built models, we must built data bank through strict procedures to prevent errors. Our paper presents classical methods to...