- Tytuł:
- Toy Model for Large Non-Symmetric Random Matrices
- Autorzy:
- Snarska, M.
- Powiązania:
- https://bibliotekanauki.pl/articles/1812225.pdf
- Data publikacji:
- 2008-09
- Wydawca:
- Polska Akademia Nauk. Instytut Fizyki PAN
- Tematy:
-
02.05.Sk
02.70.Hm
89.65.Gh
02.50.-r
89.20.-a - Opis:
- Non-symmetric rectangular correlation matrices occur in many problems in economics. We test the method of extracting statistically meaningful correlations between input and output variables of large dimensionality and build a toy model for artificially included correlations in large random time series.The results are then applied to analysis of polish macroeconomic data and can be used as an alternative to classical cointegration approach.
- Źródło:
-
Acta Physica Polonica A; 2008, 114, 3; 555-559
0587-4246
1898-794X - Pojawia się w:
- Acta Physica Polonica A
- Dostawca treści:
- Biblioteka Nauki
Artykuł