Econometría de las series de tiempo, cointegración y heteroscedasticidad condicional autoregresiva
Empirical research in economics, as well as in financial economics, uses time series as a fundamental tool. The renowned economic work of Trygve Haavelmo, considered as a standard vision, considers economic time series as realizations of stochastic processes. This approach allows the modeler the use...
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| Format: | article |
| Language: | spa |
| Published: |
2020
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| Online Access: | https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/244 |
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