Grigory Kantorovich1
  • 1 National Research University Higher School of Economics, 20 Myasnitskaya Str., Moscow, 101000, Russian Federation

Time Series Analysis

2002. Vol. 6. No. 4. P. 498–523 [issue contents]

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. In the next issue continues the exploration of models of multidimensional random processes, the cointegration regression, testing of cointegration.

Citation: Kantorovich G. (2002) Lektsii: Analiz vremennykh ryadov [Time Series Analysis]. HSE Economic Journal , vol. 6, no 4, pp. 498-523 (in Russian)
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