Author: Miguel Angel HercePublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 392
Book Description
The Asymptotic Theory of L1-norm Estimation of a Unit Root
Author: Miguel Angel HercePublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 392
Book Description
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.
Office of Research Working Paper
Author: Time Series Analysis: Methods and Applications
Author: Publisher: Elsevier
ISBN: 0444538631
Category : Mathematics
Languages : en
Pages : 777
Book Description
The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments.The 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. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience. - Comprehensively presents the various aspects of statistical methodology - Discusses a wide variety of diverse applications and recent developments - Contributors are internationally renowened experts in their respective areas
Journal of Economic Literature
Author: Dissertation Abstracts International
Author: Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 1104
Book Description
Abstracts of dissertations available on microfilm or as xerographic reproductions.
Elements of Nonlinear Time Series Analysis and Forecasting
Author: Jan G. De GooijerPublisher: Springer
ISBN: 3319432524
Category : Mathematics
Languages : en
Pages : 626
Book Description
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Unit Roots and Structural Breaks
Author: Pierre PerronPublisher: MDPI
ISBN: 3038428116
Category : Business & Economics
Languages : en
Pages : 167
Book Description
This book is a printed edition of the Special Issue "Unit Roots and Structural Breaks" that was published in Econometrics
Author: 
Author: