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    ISBN: 9783031626081
    Language: English
    Pages: 1 Online-Ressource (XI, 154 p. 63 illus., 43 illus. in color.)
    Series Statement: Contributions to Economics
    Parallel Title: Erscheint auch als
    Parallel Title: Erscheint auch als
    Parallel Title: Erscheint auch als
    DDC: 330.9
    Keywords: Econometrics. ; Operations research. ; Statistics . ; Complex variable functions ; Complex-valued economics ; Mathematical methods and models in economics ; Autoregression ; Vector autoregressions ; Mathematical statistics of a complex random variable ; Complex variation ; Modeling of stochastic processes ; Short term forecasting ; Complex-valued autoregressions ; Correlogram ; TCVF ; Stochastic reversible processes ; Forecasting
    Abstract: Chapter 1. Introduction to theory of complex variables -- Chapter 2. Simple Complex Linear Regression -- Chapter 3. Correlation analysis of complex random variables -- Chapter 4. Multiple Complex Linear Regression -- Chapter 5. Assumptions of Complex Linear Models -- Chapter 6. Complex Dynamic Models -- Chapter 7. Examples of application.
    Abstract: This book explores the application of complex variables to econometric modeling. Providing a thorough introduction to the theory of complex numbers, it extends these concepts to develop complex-valued models that enhance the accuracy and depth of economic forecasting and data analysis. From simple to multiple complex linear regression, the monograph discusses model formulation, estimation techniques, and correlation analysis, supported by examples in R. This comprehensive guide is a useful resource for students, researchers, and practitioners aiming to apply advanced mathematical techniques to tackle complex real-life problems, making it a useful tool for enhancing predictive analytics in business, economics, and finance.
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