Ekonometrika. Kniga 1
Category: Economy
Publishing country: Russia
Language: Russian
Themes by country: Russia
Author: Nosko V.P.
Publisher: INION RAN
Publishing city: Moskva
ISBN: 978-5-85006-294-1
Publishing year: 2021
Number of pages: 704
Weight: 1336гр.
Stage: PUBLISHED
Format: Printed book
Delivery time: 4-6 weeks
V uchebnike izlagayutsya metody ekonometricheskogo analiza - ot samych prostych do ves′ma prodvinutych. V osnove uchebnika - kursy lekcij, prochitannye avtorom v Institute ekonomicheskoj politiki im. E. T. Gajdara, na mechaniko-matematicheskom fakul′tete Moskovskogo gosudarstvennogo universiteta im. M. V. Lomonosova i na ekonomicheskom fakul′tete RANCHiGS. Uchebnik sostoit iz dvuch knig (chetyrech chastej): v knige 1 rassmatrivayutsya linejnye modeli regressii; modeli stacionarnych i nestacionarnych vremennych ryadov, osobennosti regressionnogo analiza dlya stacionarnych i nestacionarnych peremennych; v knige 2 - modeli odnovremennych uravnenij, modeli s diskretnymi i cenzurirovannymi ob′′yasnyaemymi peremennymi, modeli dlya analiza panel′nych dannych, model′ stochasticheskoj granicy proizvodstvennych vozmozhnostej, a takzhe soderzhitsya dopolnitel′nyj material po analizu vremennych ryadov (prognozirovanie, metodologiya vektornych avtoregressij i dr.). V kazhdoj chasti uchebnika imeetsya slovar′ upotreblyaemych v nej terminov. Dlya studentov, aspirantov, prepodavatelej, a takzhe dlya specialistov po prikladnoj ekonomike.
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