C
2021
Econometrics-selected models
VRBKA, Jaromír
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
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"
RIV identification code
RIV/75081431:_____/21:00002224
Organization unit
Institute of Technology and Business in České Budějovice
Keywords in English
linear models; Arima; exponential smoothing; interrupted time series; Fourier transformation; volatility models
V originále
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.
Displayed: 1/3/2025 05:47