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Ökonometrie: Mathematische Theorie Und Anwendungen
Paperback
EconomicsTechnology & Engineering
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ISBN10: 352803176X
ISBN13: 9783528031763
Publisher: Vieweg+teubner Verlag
Published: Aug 30 2001
Pages: 324
Weight: 1.29
Height: 0.70 Width: 7.00 Depth: 10.00
Language: German
ISBN13: 9783528031763
Publisher: Vieweg+teubner Verlag
Published: Aug 30 2001
Pages: 324
Weight: 1.29
Height: 0.70 Width: 7.00 Depth: 10.00
Language: German
Ökonometrie ist Mathematische Statistik. Mathematische Statistik ist nicht Ökonometrie. Vielmehr werden diejenigen Teilgebiete der Mathematischen Statistik, die
- zur quantitativen Analyse von ökonomischen Phänomenen,
- zur Modellbildung und -testung mit Hilfe von empirisch gewonnenem Beobachtungsmaterial,
- zur quantitativen Analyse von ökonomischen Phänomenen,
- zur Modellbildung und -testung mit Hilfe von empirisch gewonnenem Beobachtungsmaterial,
- zur Prognose ökonomischer Kenngrö en
benötigt werden, unter dem Begriff Ökonometrie zusammengefa t. Das ist aber noch nicht alles: Der Name Ökonometrie dieser Wissenschaft (grch. oikonomia = Wirtschaft, metron = Messung) weist uns deutlich darauf hin, da nicht nur Formalismen der Mathematischen Statistik gefragt sind.
Ökonometrie ist auch eine Vermittlungsstelle zwischen den Lehrsätzen der Wirtschaftstheorien und der wirtschaftlichen Wirklichkeit. Wirtschaftsdaten gibt es auch ohne mathematische Theorien - sie liegen vor. Aber zur Interpretation solcher Daten im Rahmen der Wirtschaftstheorien oder gar zum Aufdecken von wirtschaftlichen Zusammenhängen durch die Analyse dieser Daten ist ein Werkzeug wohl von Nöten. Dieses Werkzeug ist die Ökonometrie. Das vorliegende Buch gibt eine mathematisch präzise Einführung in die Ökonometrie. Inhaltliche Schwerpunkte sind
- lineare Regressionsanalyse,
- Systeme von linearen Regressionen sowie
- Modelle und Verfahren der Zeitreihenanalyse.
Mit Hilfe der zur Verfügung gestellten Methoden werden aus ökonomischer Sicht relevante Problemstellungen bearbeitet. Dazu werden ausgewählte Komponenten des Softwaresystems SAS detailliert vorgestellt.
benötigt werden, unter dem Begriff Ökonometrie zusammengefa t. Das ist aber noch nicht alles: Der Name Ökonometrie dieser Wissenschaft (grch. oikonomia = Wirtschaft, metron = Messung) weist uns deutlich darauf hin, da nicht nur Formalismen der Mathematischen Statistik gefragt sind.
Ökonometrie ist auch eine Vermittlungsstelle zwischen den Lehrsätzen der Wirtschaftstheorien und der wirtschaftlichen Wirklichkeit. Wirtschaftsdaten gibt es auch ohne mathematische Theorien - sie liegen vor. Aber zur Interpretation solcher Daten im Rahmen der Wirtschaftstheorien oder gar zum Aufdecken von wirtschaftlichen Zusammenhängen durch die Analyse dieser Daten ist ein Werkzeug wohl von Nöten. Dieses Werkzeug ist die Ökonometrie. Das vorliegende Buch gibt eine mathematisch präzise Einführung in die Ökonometrie. Inhaltliche Schwerpunkte sind
- lineare Regressionsanalyse,
- Systeme von linearen Regressionen sowie
- Modelle und Verfahren der Zeitreihenanalyse.
Mit Hilfe der zur Verfügung gestellten Methoden werden aus ökonomischer Sicht relevante Problemstellungen bearbeitet. Dazu werden ausgewählte Komponenten des Softwaresystems SAS detailliert vorgestellt.
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