Skip to main content

Verzögerte Variable

  • Chapter
Ökonometrische Methoden

Part of the book series: Lecture Notes in Operations Research and Mathematical Systems ((LNE,volume 26))

  • 144 Accesses

Zusammenfassung

Anstatt die abhängige Variable Yi (bzw. Yt, um die Zeitabhängigkeit zum Ausdruck zu bringen) durch k voneinander verschiedene unabhängige Variable Xi1,Xi2,…, Xik zu erklären, wird Yt durch eine unabhängige Variable zu verschiedenen Zeitpunkten erklärt

$${{\rm{Y}}_{\rm{t}}} = \alpha + {\beta _{\rm{o}}}{{\rm{X}}_{\rm{t}}} + {\beta _1}{{\rm{X}}_{{\rm{t}} - 1}} + {\beta _2}{{\rm{X}}_{{\rm{t}} - 2}} + \ldots + {\beta _{\rm{k}}}{{\rm{X}}_{{\rm{t}} - {\rm{k}} + }} + \ldots + {{\rm{u}}_t}.$$
((1))

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 49.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 64.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Literaturverzeichnis

  • Goldberger, a.a.O., S. 274–278

    Google Scholar 

  • Gollnick, a.a.O., S. 135–152

    Google Scholar 

  • Johnston, a.a.O., S. 211–221

    Google Scholar 

  • Malinvaud, a.a.O., S. 449–494

    Google Scholar 

  • Grenander, Ulf und Murray Rosenblatt „Statistical Analysis of Stationary Time Series“ John Wiley, New York, 1957, S. 111–1l4

    Google Scholar 

  • Hurwicz, Leonid „Prediction and Least Squares“ in: T.C. Koopmans, a.a.O., S. 266–300, Fußnote 3 S. 298

    Google Scholar 

  • Koyck, L.M. „Distributed Lags and Investment Analysis“ North-Holland Publ. Comp., Amsterdam, 1954, S. 32–39

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 1970 Springer-Verlag Berlin · Heidelberg

About this chapter

Cite this chapter

Hochstädter, D., Uebe, G. (1970). Verzögerte Variable. In: Ökonometrische Methoden. Lecture Notes in Operations Research and Mathematical Systems, vol 26. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-87695-0_5

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-87695-0_5

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-04950-0

  • Online ISBN: 978-3-642-87695-0

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics