Econometric and Statistical Theory, Volume 113Wydawnictwo Uniwersytetu Łódzkiego, 1987 - Econometric models |
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A₁ assume assumption autocorrelation Average estimates B₂ biased coefficient of undetermination covariance d₁ defined degrees of membership denotes Derivative Calculus derived determine Econometrics and Statistics Efficiency 11 eigenvalue eigenvector equations estimation methods explanatory variables FOLIA OECONOMICA 68 formula fuzzy class fuzzy principal components heteroscedasticity inequality Institute of Econometrics instrumental variables IVM BAR IVM DUR IVM WAL linear combination LS estimates metody modelu non-linear normal distribution number of runs observational results obtained by means ordinary 1.8.m orthogonal matrix P₁ parameters parametrów postulate principal components analysis problem production function properties przypadku random variable residuals run test S₁ S₂ sample sensitivity second-order Markov chain standard method stationary point tion trinomial University of Łódź values variance variance-covariance matrix vector wektor Władysław Milo zmiennych ཤྩ