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Model. Anal. Inform. Sist., 2008, Volume 15, Number 2, Pages 26–30 (Mi mais94)  

On the problems of statistical estimation of economical models

E. M. Spiridonova

Yaroslavl State University

Abstract: The problem of autocorrelation often arising in regression equations, constructed according to time series, is considered. We explain the possible reasons of its occurrence in the economical models and characterize the consequences of autocorrelation and methods of its detection and elimination. We offer the method of coefficient recalculation for dynamic models without special statistical software.

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UDC: 519.246.85+330.43
Received: 13.03.2008

Citation: E. M. Spiridonova, “On the problems of statistical estimation of economical models”, Model. Anal. Inform. Sist., 15:2 (2008), 26–30

Citation in format AMSBIB
\Bibitem{Spi08}
\by E.~M.~Spiridonova
\paper On the problems of statistical estimation of economical models
\jour Model. Anal. Inform. Sist.
\yr 2008
\vol 15
\issue 2
\pages 26--30
\mathnet{http://mi.mathnet.ru/mais94}


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