Macroeconomic Correlations Analyzed Multiple Regression Model

Constantin Anghelache, Radu Titus Marinescu, Adina Mihaela Dinu, Daniel Dumitrescu and Diana Valentina Soare
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Constantin Anghelache: „Artifex” University of Bucharest, Bucharest University of Economic Studies
Radu Titus Marinescu: „Artifex” University of Bucharest
Adina Mihaela Dinu: Bucharest University of Economic Studies
Daniel Dumitrescu: Bucharest University of Economic Studies
Diana Valentina Soare: Bucharest University of Economic Studies

Romanian Statistical Review Supplement, 2015, vol. 63, issue 4, 30-35

Abstract: Before entering into details, we notice the fact that this transformation does not insert the over-determination of the conditions on the variables distribution.We shall estimate the mean of the regression differentials. We have seen that the parametrical estimation of a regression erroneously specified does not allow us to consistently estimate the differentials of this function in a certain point. In many econometrical issues, the differentials are parameters of interest. The estimation is possible but its rate of convergence is very slow and, consequently, requires a large sample. Nevertheless, in many applications it is enough to estimate the mean of the regression differentials.

Keywords: Macroeconomic Correlations; regression model (search for similar items in EconPapers)
Date: 2015
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