Economic Analysis through the Use of Statistical - Econometric Models

Constantin Anghelache, Mario Pagliacci and Constantin Mitrut
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Constantin Anghelache: Academy of Economic Studies, Bucharest/“Artifex” University of Bucharest
Mario Pagliacci: Universita degli Studi di Perugia
Constantin Mitrut: Academy of Economic Studies, Bucharest

Romanian Statistical Review Supplement, 2014, vol. 62, issue 4, 32-43

Abstract: In the theoretical analysis, dependency of variables is stochastic. Consideration of the residual variable within such a model is needed. Other factors that influence the score variable are grouped in the residual. Uni-factorial nonlinear models are linearized transformations that are applied to the variables, the regression model. So, for example, a model of the form turns into a linear model by logarithm of the two terms of the above equality, resulting in linear function. Sometimes, for estimating parameters using other techniques of estimation, which cannot be incremental transformations, linear estimation of parameters is made by numerical methods. Linear regression model is based on the series of data for the two features. They are represented by vectors x (the variable factor) and y (variable score).

Keywords: characteristic; condition; correlation; model; parameter (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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