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SOURCE: Svetunkov S. Complex-Valued Econometrics with Examples in R...Applications 2024
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MEDIAINFO
Textbook in PDF format 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. Introduction. Introduction to Theory of Complex Variables. Simple Complex Linear Regression. Correlation Analysis of Complex Random Variables. Multiple Complex Linear Regression. Assumptions of Complex Linear Models. Complex Dynamic Models. Examples of Application. Conclusions
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