Book of Econometrics. Textbook of Econometrics . Textbook. Books Economics Author: Edited by. and . and . Eliseeva Year of publication: 2003 Format: djvu Issue. :M. :Finance and statistics Pages: 344 Size: 7.8 Mb ISBN: 5-279-01955-0 Language: Russian0 (Votes: 0) Rating:A brief history of the emergence of econometrics, its tasks and methods. The conditions and methods of constructing econometric models on spatial data and time series . are presented. Structural models are described, including track analysis, as well as autocorrelation function and methods for identifying the structure of the time series. In the study of the relationships between time series, attention is paid to the theory of cointegration, distributed lag models (Koyka method) and autoregression models, including VAR models .. For teachers, graduate students, students of economic universities, students of institutes of advanced training .