Zbulimi i autokorrelacionit në modelet ekonometrike dhe metodat e vlerësimit të tyre
Detection of autocorrelation in econometric models and their evaluation methods

Summary/Abstract: In economy, the independence of an independent variable from other explanatory variables is rarely instantaneous. For a number of psychological, technological as well as institutional reasons, an independent variable impacts the dependent one within a time interval that is called lag. The first part of this article focuses on two types of econometric models: the distributed lag model and the autoregressive model, providing an evaluation of the first model using Koyck approach.An attempt is made to rationalize the Kyock approachin order to predict the results that may derive from its use, as well as the possibility of its adjustment through the Stock model. The second part of the article provides an evaluation of autoregressive models through the examination of the instrumental variables and autocorrelation using the “h Durbin” test.

• Details
• Contents