Scholarlink

In the previous chapter, we mainly dealt with simple regression. We will now consider the case where there are several regressors and above all explicitly introduce the dynamics into the corresponding model. Dynamic econometrics focuses primarily on econometric theory based on the use of data from time seriesTime series. In a word, dynamic econometrics is therefore simply the econometric analysis of chronological series.

错误：搜索内容不能为空，请输入英文关键词
错误：关键词超出字数限制，请精简
高级检索

Dynamics in Econometrics

  • 章节

  • 发表日期：

    2025年

查看全文
  • Francis J. Bismans,
  • Olivier Damette

摘要

In the previous chapter, we mainly dealt with simple regression. We will now consider the case where there are several regressors and above all explicitly introduce the dynamics into the corresponding model. Dynamic econometrics focuses primarily on econometric theory based on the use of data from time seriesTime series. In a word, dynamic econometrics is therefore simply the econometric analysis of chronological series.