@ARTICLE{26543120_26547410_2002, 
	author = {Grigory Kantorovich}, 
	keywords = {, types of time series, analysis, building models of economic systems, parameter estimation, economic modeling of time seriesmodeling},
	title = {<p class="text">Time Series Analysis</p>},
	journal = {HSE Economic Journal },
	year = {2002},
	volume = {6},
	number = {4},
	pages = {498-523},
	url = {https://ej.hse.ru/en/2002-6-4/26547410.html},
	publisher = {},
	abstract = {The publication of the time series Analysis course continues. In this issue, we consider seasonality modeling in terms of ARIMA models, construction of autoregressive models with distributed lags (ADL), error correlation models (ECM), different types of exogeneity of variables, and consideration of multidimensional time series.&nbsp;In the next issue continues the exploration of models of multidimensional random processes, the cointegration regression, testing of cointegration.},
	annote = {The publication of the time series Analysis course continues. In this issue, we consider seasonality modeling in terms of ARIMA models, construction of autoregressive models with distributed lags (ADL), error correlation models (ECM), different types of exogeneity of variables, and consideration of multidimensional time series.&nbsp;In the next issue continues the exploration of models of multidimensional random processes, the cointegration regression, testing of cointegration.}
}