Using Linear and Non-linear Models in Macroeconomic Analyses
Journal Title: Revista Romana de Statistica - Year 2014, Vol 62, Issue 1
Abstract
The analysis of the correlations between the economic variables can be performed depending on non-linear functions also, which are linearized by transformations. We proceed likewise in order to submit the non-linear model in a simple equivalent form, allowing an easy interpretation of the parameters values or their estimation.
Authors and Affiliations
Constantin ANGHELACHE, Ligia PRODAN, Daniel DUMITRESCU, Diana Valentina SOARE, Georgeta BARDAŞU (LIXANDRU)
Tehnici de analiză aplicate în auditul performanţei
The main object of performance audit is to evaluate the manner in which public institutions and economic entities using public funds respect the principle of the 3 Es and to provide management with independent informatio...
„Constanta Miculescu” o dovadă elocventă a unei cunoaşteri statistice experimentale profunde, în România finalului de secol al XIX - lea
Această lucrare este de fapt un omagiu adus statisticii experimentale naționale, precum și personalităților acesteia, dintre care profesorul Constantin Miculescu constituie un reprezentant cu totul aparte, care a devenit...
Estimarea parametrilor modelului liniar de regresie
In this paper, the authors propose solving the problematic regarding the estimation of the parameters for the linear regression model. For this, the least squares method, the maximum likelihood method and the Gauss-Mark...
Measuring equilibrium models: a multivariate approach
This paper presents a multivariate methodology for obtaining measures of unobserved macroeconomic variables. The used procedure is the multivariate Hodrick-Prescot which depends on smoothing parameters. The choice of the...
Econometric Models for the Analysis of Financial Portfolios
Using a factorial design for explaining the rentabilităţilor allows to reduce the volume of such calculations as long as the number of factors is less than the number of assets. Under these circumstances, rather than to...