Regression analysis of dinamic effects of financial markets
Keywords:
econometric model, dynamic effect, fixity, extensive component, intensive component
Abstract
In this article are discussed two approaches of analysis and identification of unobservable effects of dynamics of paper holdings. Logic of calculations, realized in the limits of given approaches, is based on econometric model building and specific technics of analysis of model building results. A conclusion about necessity of practical use of given approaches is made.
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