Time series
Author(s)
Bibliographic Information
Time series
(The international library of critical writings in econometrics, 5)(An Elgar reference collection)
Edward Elgar, c1994
- : set
- v. 1
- v. 2
Available at 72 libraries
  Aomori
  Iwate
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  Tochigi
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  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
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  United Kingdom
  Germany
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Note
Includes index
Description and Table of Contents
Description
The last 20 years have witnessed a considerable increase in the use of time series techniques in econometrics. The articles in this important set have been chosen to illustrate the main themes in time series work as it relates to econometrics. The editor has written a new concise introduction to accompany the articles. Sections covered include: Ad Hoc Forecasting Procedures, ARIMA Modelling, Structural Time Series Models, Unit Roots, Detrending and Non-stationarity, Seasonality, Seasonal Adjustment and Calendar Effects, Dynamic Regression and Intervention Analysis, Multivariate Models, Causality, Exogeneity and Expectations, State Space Models and the Kalman Filter, Non-Linear and Non-Gaussian Models.
Table of Contents
- Ad hoc forecasting procedures
- Arima modelling
- structural time series models: unit roots, detrending and non-stationarity
- seasonality, seasonal adjustment and calendar effects
- dynamic regression and intervention analysis
- multivariate models
- causality, exogeneity and expectations
- state space models and the Kalman filter
- non-linear and non-Gaussian models.
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