Methods of econometrics and multidimensional statistical analysis

The approaches and methods for constructing multifacetic econometric models and models of stationary and non-stationary time series - moving averages, models of financial econometrics describing the ranks of financial indicators with a changing variation, discussed problems of testing and identifying econometric models are discussed.
Methods of multidimensional statistical analysis include methods for processing qualitative information and robust estimation of parameters of multidimensional sets of data, clustering, factor and discriminatory analysis used in the tasks of building forecast distributions, groupings, ranking, etc.
For students of faculties of the mathematical and analytical economy, applied mathematics of economic and technical universities, graduate students, teachers and researchers, specialists of analytical services of enterprises and organizations