Abstract
The construction of time series models based on statistical data is one of the central tasks of modern econometric studies. Numerous economic models based on differential equations are used to explain the patterns of economic growth. The article is devoted to the estimation of parameters of economic growth models based on solutions of homogeneous differential equations with constant coefficients. A comparative analysis of methods for estimating the parameters of autoregression of economic dynamics series with additive interference in the output signal is carried out. The simulation results showed that the full least squares method gives the most accurate estimates. The most commonly used least squares method gives the worst estimates.
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