Geodesic
On the problems of statistical estimation of economical models
Modelirovanie i analiz informacionnyh sistem, Tome 15 (2008) no. 2, pp. 26-30 
E. M. Spiridonova. On the problems of statistical estimation of economical models. Modelirovanie i analiz informacionnyh sistem, Tome 15 (2008) no. 2, pp. 26-30. http://geodesic.mathdoc.fr/item/MAIS_2008_15_2_a3/
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     title = {On the problems of statistical estimation of economical models},
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Voir la notice de l'article provenant de la source Math-Net.Ru

The problem of autocorrelation often arising in regression equations, constructed according to time series, is considered. We explain the possible reasons of its occurrence in the economical models and characterize the consequences of autocorrelation and methods of its detection and elimination. We offer the method of coefficient recalculation for dynamic models without special statistical software.

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[2] O. O. Zamkov, A. V. Tolstopyatenko, Yu. N. Cheremnykh, Matematicheskie metody v ekonomike, MGU im. M. V. Lomonosova; Delo i Servis, M., 1999, 368 pp.

[3] O. O. Zamkov, Econometric methods in macroeconomic analysis, Dialog-MGU, M., 1999, 115 pp.