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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Autor principal: Granger , Clive (author)
Outros Autores: Engle, Robert (author)
Formato: article
Idioma:spa
Publicado em: 2020
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Acesso em linha:https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/244
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