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Adaptive regression analysis: theory and applications in econometrics / Análisis de regresión adaptada: teoría y aplicaciones en econometría

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    (Campus de la Cañada. 40011 Almería)



    (Apt.22, Bldg.11/1, Polustrovsky pr., 195221, S.-Petersburg, Russia.)



    (Apt.22, Bldg.11/1, Polustrovsky pr., 195221, S.-Petersburg, Russia.)

En este trabajo (a) se realiza una discusión sobre las dificultades teóricas y prácticas, en el análsisis de regresión, cuando se trata dedescribir el comportamiento de sistemas heterogéneos (b) se ofrecen un conjunto de nuevas técnicas de regresión adaptada para analizar las dependencias en los sistemas heterogéneos (c) se demuestra la ventaja del uso de estas nuevas técnicas en Econometría. In this work we (a) discuss some theoretical and computational difficulties of regression analysing dependences, describing the behaviour of the heterogeneous systems, (b) offer a set of new techniques adaptable to regression analysing the heterogeneous dependences and (c) demonstrate the advantages of application of these new techniques in econometrics.

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Article provided by Estudios de Economía Aplicada in its journal Estudios de Economía Aplicada.

Volume (Year): 21 (2003)
Issue (Month): (December)
Pages: 559-573

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Handle: RePEc:lrk:eeaart:21_3_9
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