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Aplicatii ale metodei regresiei ortogonale in conomie

Author

Listed:
  • Saman, Corina

    (Institute for Economic Forecasting; Centre for Macroeconomic Modelling, Romanian Academy)

Abstract

Principalul scop al acestui studiu este să prezinte o tehnică de modelare care este regresia ortogonală sau modelul EIV cu erori-în-variabile şi posibilele aplicaţii în economie. Metodele de calcul şi principalele proprietăţi statistice ale estimatorilor sunt discutate. In partea practică a acestui studiu am analizat relaţia liniară dintre importuri şi exporturi pentru economia României utilizând date trimestriale folosind regresia ortogonală într-un studiu comparativ cu metode mai des utilizate: OLS şi GMM.

Suggested Citation

  • Saman, Corina, 2011. "Aplicatii ale metodei regresiei ortogonale in conomie," Working Papers of Macroeconomic Modelling Seminar 112402, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpmems:112402
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    File URL: http://www.ipe.ro/RePEc/WorkingPapers/cs24_2.pdf
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    More about this item

    Keywords

    orthogonal regression; total least squares; trade;
    All these keywords.

    JEL classification:

    • E22 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Investment; Capital; Intangible Capital; Capacity
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • F19 - International Economics - - Trade - - - Other

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