Bibliographic Information

Time series and statistics

edited by John Eatwell, Murray Milgate, Peter Newman

(Macmillan reference books, . The New Palgrave)

Macmillan, 1990

  • : hard
  • : pbk

Available at  / 82 libraries

Search this Book/Journal

Note

Excerpts from: The new Palgrave : a dictionary of economics

Includes bibliographies

Description and Table of Contents

Description

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on time series and statistics.

Table of Contents

  • Statistical Inference in Time Series
  • P.Whittle - ARIMA Models
  • A.C.Harvey - Autoregressive and Moving Average Time Series Models
  • M.Nerlove & F.X.Diebold - Bayesian Inference
  • A.Zellner - Continuous and Discrete Time Models
  • C.A.Sims - Edgeworth as a Statistician
  • S.M.Stigler - Ergodic Theory
  • W.Parry - Estimation
  • M.Nerlove & F.X.Diebold - Factor Analysis
  • I.Adelman - Ronald Aylmer Fisher
  • A.W.F.Edwards - Forecasting
  • C.W.J.Granger - Heteroskedasticity
  • J.Kmenta - H.Hotelling
  • K.J.Arrow - Hypothesis Testing
  • G.C.Chow - Least Squares
  • H.White - Likelihood
  • A.W.F.Edwards - Martingales
  • A.F.Karr - Maximum Likelihood
  • R.L.Basmann - Meaningfulness and Invariance
  • L.Narens & R.Duncan Luce - Mean Value
  • S.H.Chew - Measurement
  • R.Duncan Luce & L.Narens - Monte Carlo Methods
  • J.G.Cragg - Multivariate Time Series Models
  • C.A.Sims - Non-parametric Statistical Methods
  • J.L.Gastwirth - Outliers
  • W.S.Krasker - Prediction
  • P.Whittle - Principal Components
  • T.Kloek - Randomization
  • J.O.Berger - Random Variables
  • I.R.Savage - Regression and Correlation Analysis
  • D.V.Lindley - Residuals
  • F.J.Anscombe - Semiparametric Estimation
  • S.R.Cosslett - Sequential Analysis
  • J.O.Berger - Eugen Slutsky
  • G.Gandolfo - Spectral Analysis
  • C.W.Granger - Spline Functions
  • D.J.Poirier - Stationary Time Series
  • E.J.Hannan - Statistical Decision Theory
  • J.O.Berger - Statistical Inference
  • D.V.Lindley - Time Series Analysis
  • M.Nerlove & F.X.Diebold - Transformation of Statistical Variables
  • D.R.Cox - Abraham Wald
  • E.R.Weintraub - Weiner Process
  • A.G.Malliaris

by "Nielsen BookData"

Related Books: 1-1 of 1

Details

Page Top