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...

• Autore principale: Granger , Clive (author)
• Altri autori: Engle, Robert (author)
• Natura: article
• Lingua: spa
• Pubblicazione: 2020
• Soggetti: economía financiera; series de tiempo económicas
• Accesso online: https://estudioseconomicos.bce.fin.ec/index.php/RevistaCE/article/view/244