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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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