@ARTICLE{26543120_26547295_2003, 
	author = {Grigory Kantorovich}, 
	keywords = {, time series modeling, types of time series, analysis, economic modeling, building models of economic systemsparameter estimation},
	title = {<p class="text">Time Series Analysis</p>},
	journal = {HSE Economic Journal },
	year = {2003},
	volume = {7},
	number = {1},
	pages = {79-103},
	url = {https://ej.hse.ru/en/2003-7-1/26547295.html},
	publisher = {},
	abstract = {The publication of the time series Analysis course ends. In this issue we consider the construction of economic models with non - stationary regressors, the concept of co - integration and its relationship with the VAR-representation of a multidimensional process, testing the presence of co-integration dependence, evaluation of the model parameters in the presence of co-integration. The models with clustered volatility, which are widely used in the analysis of financial time series, are considered separately.},
	annote = {The publication of the time series Analysis course ends. In this issue we consider the construction of economic models with non - stationary regressors, the concept of co - integration and its relationship with the VAR-representation of a multidimensional process, testing the presence of co-integration dependence, evaluation of the model parameters in the presence of co-integration. The models with clustered volatility, which are widely used in the analysis of financial time series, are considered separately.}
}