Showing 1 - 10 of 14
This paper describes a use case for macro economical models, the objective being the structural analysis of the Gross Domestic Product. The authors offer a snapshot on GDP evolution, the econometric models proposed for analysis are designed with the help of EViews software. Its performances are...
Persistent link: https://www.econbiz.de/10010691409
Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of...
Persistent link: https://www.econbiz.de/10010859922
In this paper, the authors propose solving the problematic regarding the estimation of the parameters for the linear regression model. For this, the least squares method, the maximum likelihood method and the Gauss-Markov theorem are used. There are also presented the properties of the...
Persistent link: https://www.econbiz.de/10010859974
OLS is considered to be, by far, the most popular and well-known method for estimating parameters of multiple regression. In this case, however, it is important to underline that there is no warranty as to the fact that OLS estimators will be, in one way or another, some “perfect” estimators.
Persistent link: https://www.econbiz.de/10010660816
This paper describes a use case for macro economical models, the objective being the structural analysis of the Gross Domestic Product. The authors first introduce the theoretical foundation of the model, then offer a snapshot on GDP evolution. The econometric models proposed for analysis are...
Persistent link: https://www.econbiz.de/10010711881
The multiple regression is a tool that offers the possibility to analyze the correlations between more than two variables, situation which account for most cases in macro-economic studies. The best known method of estimation for multiple regression is the method of least squares. As in the...
Persistent link: https://www.econbiz.de/10011071781
The authors propose the identification and measurement of the existing correlation between the evolution of the country’s final consumption (total of sum of private and public consumption), net investment and GDP variation. The analysis methodology is based on linear multiple regression,...
Persistent link: https://www.econbiz.de/10011071788
Before beingutilized, any model based on the regression function must be analysed and accommodated to the actual conditions implied by the performed analysis. The veracity of the outcomes resulting out of the utilization of the regression model implies that the significance of the model being...
Persistent link: https://www.econbiz.de/10010894305
This method is to be found out in the economic theory as beta method. This method is largely utilized for studying the risk of equities. In the frame of this method, the risk is identified through the fluctuation of their yield. Thus, the higher the fluctuation degree of the portfolio yield is,...
Persistent link: https://www.econbiz.de/10010894312
Linear regression model involves the identification of variables for defining specification for variable and model residuals; the context in which the regression model is used. Analysis of chronological (time) using a temporal function which, in essence, is also a regression, with a variable...
Persistent link: https://www.econbiz.de/10010782048