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Ekonometrika: Uchebnoe posobie

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Ekonometrika: Uchebnoe posobie

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    Available in PDF Format | Ekonometrika: Uchebnoe posobie.pdf | Russian
    Sergey Borodachev (Author)
Ekonometrika –: odin iz bazovykh predmetov v obrazovanii po napravleniyam Ekonomika, Menedzhment, Biznes-informatika. Uchebnoe posobie soderzhit lektsii, uprazhneniya, zadaniya i ukazaniya k laboratornomu praktikumu. Vse polozheniya teorii illyustriruyutsya primerami s detal'nymi raschyetami v paketakh Statistica i MathCAD. V pervoy chasti uchebnogo posobiya izlagaetsya osnovnoy raschyetnyy apparat ekonometriki –: mnozhestvennyy regressionnyy analiz. Rassmotren metod naimen'shikh kvadratov, vklyuchaya ego rekurrentnuyu formu, svoystva ego otsenok, proverka raznoobraznykh gipotez (v predpolozhenii normal'nosti raspredeleniya oshibok). V posleduyushchikh glavakh rassmotrenie obobshchaetsya v razlichnykh napravleniyakh: nelineynye modeli regressii, fiktivnye ob'yasnyayushchie peremennye, kategorizovannye zavisimye peremennye, sistemy lineynykh odnovremennykh uravneniy. V posledney glave rassmotren metod sezonnoy dekompozitsii i fur'e-analiz vremennykh ryadov. Osoboe vnimanie vezde udeleno voprosam prognozirovaniya i nadyezhnosti poluchaemykh vyvodov. Dlya prepodavateley vuzov, studentov i rabotnikov analiticheskikh sluzhb predpriyatiy i organizatsiy.
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Book details

  • PDF | 84 pages
  • Sergey Borodachev (Author)
  • Palmarium Academic Publishing (5 Sept. 2012)
  • Russian
  • 4
  • Business, Finance Law

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