Dynamics in Econometrics

Francis J. Bismans () and Olivier Damette ()
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Francis J. Bismans: University of Lorraine
Olivier Damette: University of Lorraine

Chapter Chapter 2 in Dynamic Econometrics, 2025, pp 33-63 from Springer

Abstract: Abstract In the previous chapter, we mainly dealt with simple regression. We will now consider the case where there are several regressors and above all explicitly introduce the dynamics into the corresponding model. Dynamic econometrics focuses primarily on econometric theory based on the use of data from time seriesTime series. In a word, dynamic econometrics is therefore simply the econometric analysis of chronological series.

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-72910-2_2

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DOI: 10.1007/978-3-031-72910-2_2

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