Анализ и прогнозирование временных рядов в экономике

Boston: The MIT Press, 1999. — 362 p. Economies evolve and are subject to sudden shifts precipitated by legislative changes, economic policy, major discoveries, and political turmoil. Macroeconometric models are a very imperfect tool for forecasting this highly complicated and changing process. Ignoring these factors leads to a wide discrepancy between theory and practice. In...