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Econometrics. --- Random walks (Mathematics) --- Time-series analysis. --- Brownsche Bewegung. --- Économétrie. --- Irrfahrtsproblem. --- Ökonometrisches Modell. --- Séries chronologiques. --- Stationärer Prozess. --- Statistischer Test. --- économétrie --- série temporelle - analyse. --- AA / International- internationaal --- 305.970 --- 305.975 --- 305.971 --- 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. --- Monte Carlo methods. Experimenten en resultaten. --- Speciale gevallen in econometrische modelbouw. --- Random walks (Mathematics). --- Série temporelle - analyse. --- Econometrics --- Time-series analysis --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Additive process (Probability theory) --- Random walk process (Mathematics) --- Walks, Random (Mathematics) --- Stochastic processes --- Economics, Mathematical --- Statistics --- 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 --- Monte Carlo methods. Experimenten en resultaten