Contemporary econometrics a as part of mathematics
Zuzana Prášková; Tomáš Cipra; Jitka Dupačová; Petr Lachout
Pokroky matematiky, fyziky a astronomie (2000)
- Volume: 45, Issue: 3, page 177-187
- ISSN: 0032-2423
Access Full Article
topHow to cite
topPrášková, Zuzana, et al. "Současná ekonometrie jako součást matematiky." Pokroky matematiky, fyziky a astronomie 45.3 (2000): 177-187. <http://eudml.org/doc/196873>.
@article{Prášková2000,
author = {Prášková, Zuzana, Cipra, Tomáš, Dupačová, Jitka, Lachout, Petr},
journal = {Pokroky matematiky, fyziky a astronomie},
keywords = {regression models; bootstrap; econometrics},
language = {cze},
number = {3},
pages = {177-187},
publisher = {Jednota českých matematiků a fyziků Union of Czech Mathematicians and Physicists},
title = {Současná ekonometrie jako součást matematiky},
url = {http://eudml.org/doc/196873},
volume = {45},
year = {2000},
}
TY - JOUR
AU - Prášková, Zuzana
AU - Cipra, Tomáš
AU - Dupačová, Jitka
AU - Lachout, Petr
TI - Současná ekonometrie jako součást matematiky
JO - Pokroky matematiky, fyziky a astronomie
PY - 2000
PB - Jednota českých matematiků a fyziků Union of Czech Mathematicians and Physicists
VL - 45
IS - 3
SP - 177
EP - 187
LA - cze
KW - regression models; bootstrap; econometrics
UR - http://eudml.org/doc/196873
ER -
References
top- Abaffy, J., A nonparametric model for analysis of the EURO yield curve, Zasláno do J. Economic Dynamics and Control; viz také Technical Report 41, Universita Bergamo, Itálie. (1999)
- Andersen, P. K., Borgan, Ø., Counting process models for life history data: a review, Scand. J. Statist. 12, 97–158. (1985) Zbl0584.62176MR0808151
- Andersen, P. K., Statistical Models Based on Counting Processes, Springer-Verlag, Berlin. (1993) Zbl0769.62061
- Banerjee, A., Co-integration, Error-Correction and the Econometric Analysis of Non-stationary Data, Oxford University Press, Oxford. (1993) Zbl0937.62650
- Bollerslev, T., Generalized autoregressive conditional heteroscedasticity, J. of Econometrics 31, 307–327. (1986) Zbl0616.62119MR0853051
- Darnell, A. C., A Dictionary of Econometrics, Edwar Elgar, New York. (1994)
- Dhrymes, P. J., Econometrics: Statistical Foundations and Applications, Springer-Verlag, Berlin. (1974) Zbl0296.62001MR0408165
- Dhrymes, P. J., Introductory Econometrics, Springer-Verlag, Berlin. (1978) Zbl0388.62096MR0545505
- Dhrymes, P. J., Topics in Advanced Econometrics I — Probability Foundations, Springer-Verlag, Berlin. (1994) Zbl0698.62003MR1025759
- Dhrymes, P. J., Topics in Advanced Econometrics II — Linear and Nonlinear Simultaneous Equations, Springer-Verlag, Berlin. (1994) Zbl0792.62101MR1025759
- Dickey, D. A., Fuller, W. A., Distribution of the estimators for autoregressive time series with a unit root, J. Amer. Stat. Assoc. 74, 427–431. (1979) Zbl0413.62075MR0548036
- Durbin, J., Koopman, S. J., Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives, J. Roy. Stat. Soc. B. 62, 3–56. (2000) MR1745604
- Efron, B., Bootstrap methods: Another look at the jackknife, Ann. Statist. 7, 1–26. (1979) Zbl0406.62024MR0515681
- Efron, B., Tibshirani, R. J., An Introduction to the Bootstrap, Chapman & Hall, New York, London. (1993) Zbl0835.62038MR1270903
- Engle, R. F., Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation, Econometrica 50, 987–1006. (1982) Zbl0491.62099MR0666121
- Engle, R. F., ARCH. Selected Readings, Oxford University Press, Oxford. (1995)
- Engle, R. F., Granger, C. W. J., Cointegration and error correction: representation, estimation, and testing, Econometrica 55, 251–276. (1987) Zbl0613.62140MR0882095
- Engle, R. F., Granger, C. W. J., Long-Run Economic Relationships, Oxford University Press, Oxford.
- Fleming, T. R., Harrington, D. P., Counting Processes & Survival Analysis, Wiley, New York. (1991) Zbl0727.62096MR1100924
- Fomby, T. B., Hill, R. C., Johnson, S. R., Advanced Econometric Methods, Springer-Verlag, Berlin. (1984) Zbl0599.62135MR0753284
- Gouriéroux, Ch., ARCH Models and Financial Applications, Springer-Verlag, Heidelberg–Berlin–New York. (1997) Zbl0880.62107
- Kalman, R. E., A new approach to linear filtering and prediction problems, J. of Basic Engineering 82, 34–45. (1960)
- Kennedy, P., A Guide to Econometrics, (Fourth Edition). Blackwell Publishers, Cornwall. (1998)
- Kmenta, J., Elements of Econometrics, (Second Edition). Macmillan, New York. (1990)
- Koenker, R., Robust methods in econometrics, Econometric Reviews 1, 213–255. (1982) Zbl0512.62111MR0685318
- Kokoszka, P., Leipus, R., Covariance structure and change-point problem for non-negative ARCH processes, In: Prague Stochastics’98, Vol. II, 321–324, JČMF Praha. (1998) Zbl0935.62097
- Shao, J., Tu, D., The Jackknife and Bootstrap, Springer-Verlag, Heidelberg–Berlin–New York. (1995) Zbl0947.62501MR1351010
- Simonoff, J. S., Smoothing Methods in Statistics, Springer-Verlag, Berlin. (1996) Zbl0859.62035MR1391963
- Vošvrda, M., Filáček, J., Kapička, M., The efficient market hypothesis testing on the Prague Stock Exchange, Bull. of the Czech Econometric Society 7, 55–67. (1998)
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.