Dynamic Econometric Models. Tom 5, Zygmunt Zieliński.

autor: Zygmunt Zieliński

Nr katalogowy:	72372
Wydawca:	Uniwersytetu Mikołaja Kopernika, data wydania: 2002
Format:	212 stron, oprawa miękka, format 160x240
ISBN:	323115044

Spis treści:

l. KRZYSZTOF JAJUGA: The General Model of the Financial Prices Dynamics
2. MARIA SZMUKSTA-ZAWADZKA, JAN ZAWADZKI: Forecasting Based on Hierarchic Models of Time Series with Changing Seasonality
3. JACEK OSIEWALSKI, MATEUSZ PIPIEŃ: Multivariate ARCH-Type Models: A Bayesian Comparison
5. JAN PURCZYŃSKI, LILIANA TALAGA: Numerical Realization of Spectral Windows
6. DOROTA WITKOWSKA, ANNA SZMIT: Short-Term Forecasts of Demand for Electric Energy in the Lodz Region: Comparison of Models
7. BOGDAN SUCHECKI, ARTUR GAJDOS: Simulation Analysis of the Sectoral Labour Market Model
8. MAGDALENA OSIŃSKA: Conformable Econometric Models with Economic Expectations
9. TADEUSZ KUFEL: "Nonsense Correlations between Time Series" - History of Simulation Studies for Integrated Processes
8. KAZIMIERZ KRAUZE: Testing for Cointegration in the Presence of Regime Shifts and Other Structural Breaks in the Conditional Equation
10. MARIOLA PIŁATOWSKA: The Usefulness of Unit Root Tests in Selecting a Forecast Model
11. ELŻBIETA SZULC: Identification of Directions of Dependence in Economic Processes. Some Exemplifying Model Solutions
12. WALDEMAR RAZIK, JERZY ROMAŃSKI: Interdependence of Leading Western and East-European Stock Markets Indices - Cointegration Analysis
13. SYLWESTER BERJGER, JOANNA BRUZDA: Identification of Market Power Using Test for Asymmetric Pricing - an Example of Polish Petrochemical Industry
14. JOANNA BRUZDA: On the Use of Lagged Cointegrating Relationships in Forecasting Business Activity
15. JOANNA BRUZDA: Identification of Causality Lags on the Basis of Generalised Cross-Correlation Coefficients - Simulation Analysis and Empirical Examples
16. JOANNA GÓRKA, MAGDALENA OSIŃSKA: Effects of Time Aggregation in Stock Prices - Spectral Analysis
18. EWA DZIAWGO: The Approximation of the Black-Scholes Model with Binomial Models
19. PIOTR FISZEDER: Univariate GARCH Models - Modelling Returns of Stocks and Indices Quoted on the WSE