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Liniowe modele ekonometryczne: Zaawansowane zastosowania języka R

dc.contributor.authorWdowiński, Piotr
dc.date.accessioned2025-12-23T11:24:14Z
dc.date.available2025-12-23T11:24:14Z
dc.date.issued2025-12-23
dc.identifier.citationWdowiński P., Liniowe modele ekonometryczne: Zaawansowane zastosowania języka R, Wydawnictwo Uniwersytetu Łódzkiego, Łódź 2025, https://doi.org/10.18778/8331-975-9pl_PL
dc.identifier.isbn978-83-8331-974-2
dc.identifier.urihttp://hdl.handle.net/11089/57107
dc.description.abstractMonografia przedstawia zaawansowane zastosowania języka R w analizie ekonometrycznej, ze szczególnym uwzględnieniem liniowych modeli ekonometrycznych. Publikacja łączy aspekty teoretyczne z praktycznymi, obejmując implementację algorytmów w R, przetwarzanie zbiorów danych oraz automatyzację raportów w formacie R/Markdown. Autor omawia procesy stochastyczne, metody estymacji i testowania specyfikacji modeli, a także zagadnienia związane z oceną jakości dopasowania modeli do danych. Książka zawiera liczne przykłady kodu w R, ilustrujące modele ekonometryczne, analizy empiryczne oraz metody prognozowania zmiennych ekonomicznych i finansowych. Szczególną wartość stanowi integracja metod ekonometrycznych z narzędziami wizualizacji danych oraz aplikacjami R/Shiny, umożliwiającymi tworzenie interaktywnych systemów prognostycznych. Publikacja jest skierowana do badaczy, analityków danych, studentów kierunków ekonomicznych i finansowych oraz wszystkich osób zainteresowanych nowoczesnymi metodami analizy danych w ekonometrii z wykorzystaniem języka R.pl_PL
dc.description.abstractThis monograph presents advanced applications of the R programming language in econometric analysis, with particular emphasis on linear econometric models. The publication combines theoretical foundations with practical aspects, including algorithm implementation in R, data processing, and automated reporting using R/Markdown. The author discusses stochastic processes, estimation methods, model specification testing, and issues related to assessing models’ fit quality. The book includes numerous R code examples illustrating econometric models, empirical analyses, and forecasting methods for economic and financial variables. A distinctive feature is the integration of econometric techniques with data visualization tools and R/Shiny applications, enabling the development of interactive forecasting systems. The monograph is intended for researchers, data analysts, students of economics and finance, and anyone interested in modern approaches to data analysis in econometrics using R.pl_PL
dc.language.isoplpl_PL
dc.publisherWydawnictwo Uniwersytetu Łódzkiegopl_PL
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/
dc.subjectekonometriapl_PL
dc.subjectmodele liniowepl_PL
dc.subjectjęzyk Rpl_PL
dc.subjectprognozowaniepl_PL
dc.subjectanaliza danychpl_PL
dc.subjecteconometricspl_PL
dc.subjectlinear modelspl_PL
dc.subjectR languagepl_PL
dc.subjectforecastingpl_PL
dc.subjectdata analysispl_PL
dc.titleLiniowe modele ekonometryczne: Zaawansowane zastosowania języka Rpl_PL
dc.title.alternativeLinear Econometric Models: Advanced Applications of the R Languagepl_PL
dc.typeBookpl_PL
dc.rights.holder© Copyright by Piotr Wdowiński, Łódź 2025;© Copyright for this edition by Uniwersytet Łódzki, Łódź 2025pl_PL
dc.page.number567pl_PL
dc.contributor.authorAffiliationUniwersytet Łódzki, Wydział Ekonomiczno-Socjologiczny, Katedra Ekonometriipl_PL
dc.identifier.eisbn978-83-8331-975-9
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dc.identifier.doi10.18778/8331-975-9


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