Some Aspects regarding the Residual Variable
Journal Title: Revista Romana de Statistica - Year 2015, Vol 63, Issue 6
Abstract
The study of the residual variable is a significant aspect in econometrics practice, both in model use and constructions, as it provides key information on the correlation between two varaibles, and also the impact of third-party factors not considered by a particular model.
Authors and Affiliations
Constantin ANGHELACHE, Radu MARINESCU, Alexandru Lucian MANOLE
Keywords
Related Articles
- EP ID EP100692
- DOI -
- Views 130
- Downloads 0
Suport empiric privind Teoria Cantitativă a banilor: România – un studiu de caz
Teoria cantitativă a banilor este una dintre cele mai importante secţiuni ale teoriei monetare. Cu toate acestea, din ce în ce mai mulţi economişti îi contestă actualmente validitatea. În acest articol vom încerca să ilu...
Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets
In this study we examined the effect of structural break points in conditional volatility on variance persistency of asymmetric GARCH models. We used Bai and Perron methodology to detect structural break points in condit...
Theoretical considerations regarding risk analysis models
The considerations regarding risk analysis and risk management have important use in any economic activity. Due to the actual evolution of the global economy, the number and complexity of the factors influencing economic...
OFFICIAL STATISTICS AND CHALLENGES IN TERMS OF “PHOTOGRAPHING” THE ECONOMIC AND FINANCIAL CRISIS
It refers to the translation in European statistics of long term priorities to answer the structural issues of faced by Europe at present. It is about the outline of those statistical fields which could provide the packa...
Economic Growth: Concept, factors and Typology
The economic growth is a priority objective of all economic policies, because it influences the rate of employment and inflation, incomes and welfare level, the mechanism of operation of the various markets, economic and...