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

Language

English

Type of outcome

Kapitola resp. kapitoly v odborné knize

Field of Study

50200 5.2 Economics and Business

Country of publisher

Switzerland

Confidentiality degree

není předmětem státního či obchodního tajemství

Publication form

printed version "print"

References:

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

Změněno: 16/12/2021 14:01, Mgr. Nikola Petříková

Abstract

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.

Files attached

Econometrics-selected_models.pdf
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