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Complex-Valued Econometrics with Examples in R: Modelling, Regression and Applications

Research output: Book/Report/ProceedingsMonograph

Published
Publication date26/07/2024
Place of PublicationCham
PublisherSpringer
Number of pages154
ISBN (electronic)9783031626081
ISBN (print)9783031626074, 9783031626104
<mark>Original language</mark>English

Publication series

NameContributions to Economics
VolumePart F3226
ISSN (Print)1431-1933
ISSN (electronic)2197-7178

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.