Contemporary economical modeling tools
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The monograph is devoted to modern economical tools and its use in quantitative analysis of economic processes. As an instrumental modeling tool, the program environment R and the Gretl package are used. The methods for assessing the parameters of the system of simultaneous equations (SOU) are considered and the relationship of methods for evaluating the parameters of the SOU is analyzed. An analysis of the main economies for panel data has been performed and the issue of their optimal combination has been considered. A significant place is given to the models of vector autoregression, free from the problems of identification of variables and are widely used. Modern approaches to solving the problem of detecting abnormal observations, which is one of the goals of exploration analysis of data, are considered. Methods for identifying multicollinearity and their practical implementation are analyzed. Issues are discussed related to the solution of the problem of multicollinearity and with the implementation of methods for weakening multicollinearity using rijus regression and using the method of incomplete orthogonalization proposed by the authors of the monograph.
The monograph is addressed to specialists in economical modeling and will be useful for senior students, undergraduates and graduate students of economic universities and scientists
The monograph is addressed to specialists in economical modeling and will be useful for senior students, undergraduates and graduate students of economic universities and scientists
Author:
Author:Orlova Irina Vladlenovna, Babushko Lyudmila Olegovna
Cover:
Cover:Hard
Category:
- Category:Business & Money
- Category:Science & Math
Publication language:
Publication Language:Russian
Series:
Series: Scientific Fund
ISBN:
ISBN:978-5-903268-41-2
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