В статье рассмотрен и обобщен опыт научных исследований России и стран Ближнего Зарубежья по разработке и практическому применению методов и моделей...

Предлагается способ, позволяющий уменьшить среднюю ошибку прогноза в регрессионных моделях, используя разложение функций коэффициентов в ряд Тейлора k-го...

В статье приводится обзор применяемых методик оценки региональных промышленных центров. Обосновано применение авторского подхода к анализу промышленного...

Lecture notes for a course of Introductory Econometrics (linear regression model and ordinary least squares, including concepts of Linear Algebra and Inferential Statistics), and for a second course of Econometrics (simultaneous equations, instrumental variables, limited and full information...

Models for assessing the cost of capital play a central role in substantiating investments decision. These models are often used to evaluate investments in trading securities on the stock market. This paper aims to highlight how a classic model of evaluation, inter-temporal CAPM model, in other...

This paper estimates the magnitude of key effects on the real economy from financial sector stress. We focus on the short-run feedback effect from market-based indicators of financial sector risk to the real economy through the credit channel, and estimate this effect on an economy-wide (macro)...

We present a model for hourly electricity load forecasting based on stochastically time-varying processes that are designed to account for changes in customer behaviour and in utility production efficiencies. The model is periodic: it consists of different equations and different parameters for...