Babeshko L.O. "Ekonometrik Modellemenin Temelleri"
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Bu kılavuz klasik regresyon modellerini (doğrusal ve doğrusal olmayan), genelleştirilmiş regresyon modellerini, kukla değişkenli regresyon modellerini, dağıtılmış gecikmeli regresyon modellerini, otoregresif modelleri, eşzamanlı denklem sistemlerini içerir. Ekonometrik modellerin oluşturulması aşamalarının ayrıntılı bir açıklaması, spesifikasyonların hazırlanmasına ilişkin ilkeler, parametrelerin tahmin edilmesine yönelik algoritmalar ve yeterliliğin kontrol edilmesi sağlanmaktadır. İyi bilinen makro ve mikroekonomi modelleri örnek ve alıştırma olarak kullanılmıştır. Zaman serisi analizinin konuları dikkate alınmaktadır: serinin karakteristik özelliklerinin tanımlanması; zaman serisini tanımlayan istatistiksel bir modelin seçilmesi; geçmiş gözlemlere dayanarak bir serinin gelecekteki değerlerinin tahmini. Kılavuzun her bölümü teorik temellerden, birkaç ayrıntılı örnekten, bağımsız çalışmaya yönelik alıştırmalardan ve materyale hakimiyeti kendi kendine test etmeye yönelik testlerden oluşur. Alıştırmalardan bazıları Excel ile çalışacak şekilde tasarlanmıştır.
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