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Considering the econometric analysis of both stationary and non-stationary processes, which may be linked by equilibrium relationships, this text provides a wide-ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes.

Quantitative methods (economics) --- Econometric models. --- Econometric models --- 330.015195 --- 305.970 --- 305.971 --- AA / International- internationaal --- 330.115 --- Econometrics --- Mathematical models --- 330.115 Econometrie --- Econometrie --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Speciale gevallen in econometrische modelbouw --- Econometrics. --- E-books --- Economics, Mathematical --- Statistics --- Modèles économétriques --- Statistique --- Modèles économétriques --- Économétrie