Econometrics-selected models

@inbook{61541,
   author = {Vrbka, Jaromír},
   address = {Cham, Švýcarsko},
   booktitle = {Using artificial neural networks for timeseries smoothing and forecasting: case studies in economics},
   edition = {1. vyd.},
   editor = {Janusz Kacrpzyk},
   keywords = {linear models; Arima; exponential smoothing; interrupted time series; Fourier transformation; volatility models},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Cham, Švýcarsko},
   isbn = {978-3-030-75648-2},
   pages = {7-33},
   publisher = {Springer Nature Switzerland AG},
   title = {Econometrics-selected models},
   url = {https://link.springer.com/book/10.1007%2F978-3-030-75649-9#authorsandaffiliationsbook},
   year = {2021}
}

TY  - CHAP
ID  - 61541
AU  - Vrbka, Jaromír
PY  - 2021
TI  - Econometrics-selected models
VL  - Studies in computational intelligence (979)
PB  - Springer Nature Switzerland AG
CY  - Cham, Švýcarsko
SN  - 9783030756482
KW  - linear models
KW  - Arima
KW  - exponential smoothing
KW  - interrupted time series
KW  - Fourier transformation
KW  - volatility models
UR  - https://link.springer.com/book/10.1007%2F978-3-030-75649-9#authorsandaffiliationsbook
N2  - 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.
ER  - 

VRBKA, Jaromír. Econometrics-selected models. In Janusz Kacrpzyk. \textit{Using artificial neural networks for timeseries smoothing and forecasting: case studies in economics}. 1. vyd. Cham, Švýcarsko: Springer Nature Switzerland AG, 2021, s.~7-33. Studies in computational intelligence (979). ISBN~978-3-030-75648-2.