Forecasting from multi-equation econometric micromodels:
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Cham
Springer
[2023]
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| Series: | Contributions to economics
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | viii, 148 Seiten Illustrationen |
| ISBN: | 9783031274916 |
| ISSN: | 2197-7178 |
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| adam_text | Contents 1 Single-Equation Econometric Model........................................................ 1.1 The Essence of Econometric Models................................................. 1.2 Econometric Model Specification....................................................... 1.3 Econometric Model Parameter Estimation......................................... 1.4 Econometric Model Verification......................................................... 1.5 Multiplicative Econometric Models.................................................... 1.6 Bound Endogenous Variables............................................................. References........................................................................................................ 1 1 4 5 10 14 17 21 2 Multi-Equation Econometric Models....................................................... 2.1 Multi-Equation Model Classification................................................... 2.2 Reduced Form of a Model................................................................... 2.3 Model Identification.............................................................................. 2.4 Multi-Equation Model Parameter Estimation...................................... 23 23 27 28 30 3 Econometric Forecasts................................................................................. 3.1 The Concept of an Econometric Forecast........................................... 3.2 Conditions for Econometric Forecast Estimation............................... 3.3 Forecasts from Single-Equation
Models............................................. 3.4 Analysis of Econometric Forecast Accuracy...................................... 3.5 Forecast Estimation from Multi-Equation Models............................. References........................................................................................................ 37 37 39 40 43 44 51 4 Forecasting from Simple Econometric Micromodels............................. 4.1 Forecasts from an Enterprise Cost Micromodel................................. 4.2 Forecasting of Worker Efficacy from a System of Two Simple Equations...................................................................................... 59 4.3 Forecasting of Sales Representative Efficacy from a System of Two Simple Equations............................................................ 66 References........................................................................................................ 53 53 74 vii
viii Contents 5 Forecasting from Recursive Econometric Micromodels........................ 75 5.1 Forecasts from an Econometric Model of a Medium-Sized Enterprise................................................................................................. 75 5.2 Econometric Forecasts of a Sports Equipment Selling enterprise’s Costs............................................................................................... 85 5.3 Forecasts from a Recursive Model of China’s Payment Card Market............................................................................................. 94 References......................................................................................................... 110 6 Forecasting from an Econometric Micromodel in the Form of a System of Interdependent Equations.................................................... 113 6.1 The Specifics of Forecasting an Enterprise as an Economic System............................................................................................ 113 6.2 Iterative Forecasting from a Closed-Loop Econometric Micromodel, Assuming a System Inertia................................... 118 6.3 Iterative Forecasting when Interfering with the System Using Control Variables.......................................................................... 129 6.4 Liquidity and Debt Collection Efficiency Forecasting, Using the Forecasts of Loop Variables.................................................. 136 References.........................................................................................................
145 Conclusion.............................................................................................................. 147
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| adam_txt |
Contents 1 Single-Equation Econometric Model. 1.1 The Essence of Econometric Models. 1.2 Econometric Model Specification. 1.3 Econometric Model Parameter Estimation. 1.4 Econometric Model Verification. 1.5 Multiplicative Econometric Models. 1.6 Bound Endogenous Variables. References. 1 1 4 5 10 14 17 21 2 Multi-Equation Econometric Models. 2.1 Multi-Equation Model Classification. 2.2 Reduced Form of a Model. 2.3 Model Identification. 2.4 Multi-Equation Model Parameter Estimation. 23 23 27 28 30 3 Econometric Forecasts. 3.1 The Concept of an Econometric Forecast. 3.2 Conditions for Econometric Forecast Estimation. 3.3 Forecasts from Single-Equation
Models. 3.4 Analysis of Econometric Forecast Accuracy. 3.5 Forecast Estimation from Multi-Equation Models. References. 37 37 39 40 43 44 51 4 Forecasting from Simple Econometric Micromodels. 4.1 Forecasts from an Enterprise Cost Micromodel. 4.2 Forecasting of Worker Efficacy from a System of Two Simple Equations. 59 4.3 Forecasting of Sales Representative Efficacy from a System of Two Simple Equations. 66 References. 53 53 74 vii
viii Contents 5 Forecasting from Recursive Econometric Micromodels. 75 5.1 Forecasts from an Econometric Model of a Medium-Sized Enterprise. 75 5.2 Econometric Forecasts of a Sports Equipment Selling enterprise’s Costs. 85 5.3 Forecasts from a Recursive Model of China’s Payment Card Market. 94 References. 110 6 Forecasting from an Econometric Micromodel in the Form of a System of Interdependent Equations. 113 6.1 The Specifics of Forecasting an Enterprise as an Economic System. 113 6.2 Iterative Forecasting from a Closed-Loop Econometric Micromodel, Assuming a System Inertia. 118 6.3 Iterative Forecasting when Interfering with the System Using Control Variables. 129 6.4 Liquidity and Debt Collection Efficiency Forecasting, Using the Forecasts of Loop Variables. 136 References.
145 Conclusion. 147 |
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| spelling | Wiśniewski, Jerzy W. Verfasser (DE-588)1078333416 aut Forecasting from multi-equation econometric micromodels Jerzy Witold Wiśniewski Cham Springer [2023] viii, 148 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Contributions to economics 2197-7178 Econometrics Quantitative Economics Statistics in Business, Management, Economics, Finance, Insurance Statistics Erscheint auch als Online-Ausgabe 978-3-031-27492-3 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=034250750&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Wiśniewski, Jerzy W. Forecasting from multi-equation econometric micromodels Econometrics Quantitative Economics Statistics in Business, Management, Economics, Finance, Insurance Statistics |
| title | Forecasting from multi-equation econometric micromodels |
| title_auth | Forecasting from multi-equation econometric micromodels |
| title_exact_search | Forecasting from multi-equation econometric micromodels |
| title_exact_search_txtP | Forecasting from multi-equation econometric micromodels |
| title_full | Forecasting from multi-equation econometric micromodels Jerzy Witold Wiśniewski |
| title_fullStr | Forecasting from multi-equation econometric micromodels Jerzy Witold Wiśniewski |
| title_full_unstemmed | Forecasting from multi-equation econometric micromodels Jerzy Witold Wiśniewski |
| title_short | Forecasting from multi-equation econometric micromodels |
| title_sort | forecasting from multi equation econometric micromodels |
| topic | Econometrics Quantitative Economics Statistics in Business, Management, Economics, Finance, Insurance Statistics |
| topic_facet | Econometrics Quantitative Economics Statistics in Business, Management, Economics, Finance, Insurance Statistics |
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