Modelování dynamických procesů - problém dat

Modelling of Dynamic Processes - Problems with Data

Václava Pánková

Politická ekonomie, 1997, vol. 1997, issue 4, 592-602

Abstract: A major part of econometric studies is relating to events during time thus a data in time series bring specifics problems: serial correlation, seasons variations, seeming regression and bear on the problems of co-integration and unit roots. The econometric model is formulated with respect to relevant economic theory. Its parameters are estimated with base in data which were generated by economic process and our information about its is imperfect. It appears that economic theory has not enough predicate ability to find e.g. an existence of adapting processes, decides which parameters are exogenous, constant or irrelevant.

Date: 1997
References: Add references at CitEc
Citations:

Downloads: (external link)
http://polek.vse.cz/doi/10.18267/j.polek.294.html (text/html)
free of charge

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:prg:jnlpol:v:1997:y:1997:i:4:id:294:p:592-602

Ordering information: This journal article can be ordered from
Redakce Politické ekonomie, Vysoká škola ekonomická, nám. W. Churchilla 4, 130 67 Praha 3
http://polek.vse.cz

DOI: 10.18267/j.polek.294

Access Statistics for this article

Politická ekonomie is currently edited by Jiřina Bulisová

More articles in Politická ekonomie from Prague University of Economics and Business Contact information at EDIRC.
Bibliographic data for series maintained by Stanislav Vojir ().