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konometrie

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Springer Nature
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N/A
Part Number
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GTIN
9783790804867
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Product Description

Das Lehrbuch fhrt in die heute als klassisch anzusehenden Methoden der konometrie ein. Aufbauend auf dem unabdingbaren Fundament der Regressionsanalyse, enthlt es eine Darstellung der linearen dynamischen Systeme sowie der interdependenten Mehrgleichungsmodelle nebst den zugehrigen Schtz- und Testverfahren. Auch der Prognosegesichtspunkt findet Beachtung. Eine Einfhrung in die Bayes-Theorie wird ebenfalls gegeben. Soweit sie fr die konometrie von Bedeutung sind, wird in der 4. Auflage eine strkere Betonung auf die Modelle mit fehlerbehafteten Daten gelegt. Auf neuere Entwicklungen in der konometrie wird hingewiesen, ebenso sind die Literaturangaben berarbeitet. Dem praktisch arbeitenden konometriker gibt das Buch das Werkzeug fr seine Arbeit in die Hand und nennt die theoretischen Voraussetzungen fr das Funktionieren dieses Werzeugs.

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