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...

Бүрэн тодорхойлолт

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолч: Granger , Clive (author)
Бусад зохиолчид: Engle, Robert (author)
Формат: article
Хэл сонгох:spa
Хэвлэсэн: 2020
Нөхцлүүд:
Онлайн хандалт:https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/244
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