Author: Yongmiao HongPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 42
Book Description
Diagnostic Checking for the Adequacy on Nonlinear Time Series Models
Author: Yongmiao HongPublisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 42
Book Description
Diagnostic Checks in Time Series
Author: Wai Keung LiPublisher: CRC Press
ISBN: 0203485602
Category : Mathematics
Languages : en
Pages : 211
Book Description
Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks. Diagnostic Checks in Time Series helps to fill that
Macroeconometrics and Time Series Analysis
Author: Steven DurlaufPublisher: Springer
ISBN: 0230280838
Category : Business & Economics
Languages : en
Pages : 417
Book Description
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the discipline and is written by a leading practitioner in the field. A handy reference tool.
Non-Linear Time Series Models in Empirical Finance
Author: Philip Hans FransesPublisher: Cambridge University Press
ISBN: 0521770416
Category : Business & Economics
Languages : en
Pages : 299
Book Description
This 2000 volume reviews non-linear time series models, and their applications to financial markets.
Diagnostic Checking in a Flexible Nonlinear Time Series Model
Author: Marcelo MedeirosDiagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models
Author: Leena KalliovirtaPublisher:
ISBN: 9789521053443
Category :
Languages : en
Pages : 0
Book Description
The New Palgrave Dictionary of Economics
Author: Publisher: Springer
ISBN: 1349588024
Category : Law
Languages : en
Pages : 7493
Book Description
The award-winning The New Palgrave Dictionary of Economics, 2nd edition is now available as a dynamic online resource. Consisting of over 1,900 articles written by leading figures in the field including Nobel prize winners, this is the definitive scholarly reference work for a new generation of economists. Regularly updated! This product is a subscription based product.
Forecasting: principles and practice
Author: Rob J HyndmanPublisher: OTexts
ISBN: 0987507117
Category : Business & Economics
Languages : en
Pages : 380
Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Computer-Aided Econometrics
Author: David E. A. GilesPublisher: CRC Press
ISBN: 0824755839
Category : Mathematics
Languages : en
Pages : 500
Book Description
Emphasizing the impact of computer software and computational technology on econometric theory and development, this text presents recent advances in the application of computerized tools to econometric techniques and practices—focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.
Time Series Analysis: Methods and Applications
Author: Tata Subba RaoPublisher: Elsevier
ISBN: 0444538585
Category : Mathematics
Languages : en
Pages : 778
Book Description
'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.