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Construction of econometric model

Posted: Tue Apr 26, 2016 1:12 am
by Alex_Vicious
I am working on my Ph.D. dessertation now. The aim of my dessertation is to compare stock indexes of two economies and find any correlation. How an econometric model should look like? I am stuck on this stage, read many books, but have no one to consult with. Maybe someone cand help me with this question? How the basic formula will look like?