VRBKA, Jaromír. Econometrics-selected models. In Janusz Kacrpzyk. Using artificial neural networks for timeseries smoothing and forecasting: case studies in economics. 1. vyd. Cham, Švýcarsko: Springer Nature Switzerland AG. p. 7-33. Studies in computational intelligence (979). ISBN 978-3-030-75648-2. 2021.
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Basic information
Original name Econometrics-selected models
Authors VRBKA, Jaromír (203 Czech Republic, guarantor, belonging to the institution).
Edition 1. vyd. Cham, Švýcarsko, Using artificial neural networks for timeseries smoothing and forecasting: case studies in economics, p. 7-33, 27 pp. Studies in computational intelligence (979), 2021.
Publisher Springer Nature Switzerland AG
Other information
Original language English
Type of outcome Chapter(s) of a specialized book
Field of Study 50200 5.2 Economics and Business
Country of publisher Switzerland
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
WWW URL
RIV identification code RIV/75081431:_____/21:00002224
Organization unit Institute of Technology and Business in České Budějovice
ISBN 978-3-030-75648-2
Keywords in English linear models; Arima; exponential smoothing; interrupted time series; Fourier transformation; volatility models
Tags M_FIP_2, RIV21, SCOPUS
Changed by Changed by: Mgr. Nikola Petříková, učo 28324. Changed: 16/12/2021 14:01.
Abstract
The author says econometrics is currently a rapidly developing field of study, which concerns not only ordinary economics (macroeconomics and microeconomics), but also specialized economic areas such as financial and spatial economics.
PrintDisplayed: 29/3/2024 03:34