Modele Econometrice

Cuprins

I. Introducere: Ce este econometria? .................................................................

3

II. Principalele tipuri de modele econometrice utilizate în economie ..........

11

III. Modelul unifactorial .........................................................................................

24

IV. Modelul multifactorial .......................................................................................

70

V. Modalităţi de includere a variabilelor calitative în modelul econometric

100

VI. Serii cronologice analizate atât prin prisma componentelor, cât şi a nestaţionarităţii şi cointegrării ....................................................................

110

VII. Modele dinamice destinate includerii efectelor decalate în timp ........

129

VIII. Modele stochastice de prognoză ................................................................

143

IX. Elemente de analiză spectrală ........................................................................

168

X. Modele econometrice cu ecuaţii multiple .......................................................

177

XI. Aplicaţii econometrice la nivel de firmă .......................................................

204

Anexe ...........................................................................................................................

233

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