Aplicatii ale metodei regresiei ortogonale in conomie

Corina Saman

Working Papers of Macroeconomic Modelling Seminar from Institute for Economic Forecasting

Abstract: Principalul scop al acestui studiu este să prezinte o tehnică de modelare care este regresia ortogonală sau modelul EIV cu erori-în-variabile şi posibilele aplicaţii în economie. Metodele de calcul şi principalele proprietăţi statistice ale estimatorilor sunt discutate. In partea practică a acestui studiu am analizat relaţia liniară dintre importuri şi exporturi pentru economia României utilizând date trimestriale folosind regresia ortogonală într-un studiu comparativ cu metode mai des utilizate: OLS şi GMM.

Keywords: orthogonal regression; total least squares; trade (search for similar items in EconPapers)
JEL-codes: C15 C22 E22 F19 (search for similar items in EconPapers)
Pages: 16 pages
Date: 2011-10
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