Author: Pierre PerronPublisher: Montréal : Université de Montréal, Centre de recherche et développement en économique
ISBN: 9782893820934
Category : Distribution (Economic theory)
Languages : en
Pages : 18
Book Description
The Limiting Distribution of the Least Squares Estimator in Nearly Integrated Seasonal Models
Author: Pierre PerronPublisher: Montréal : Université de Montréal, Centre de recherche et développement en économique
ISBN: 9782893820934
Category : Distribution (Economic theory)
Languages : en
Pages : 18
Book Description
The Econometric Analysis of Seasonal Time Series
Author: Eric GhyselsPublisher: Cambridge University Press
ISBN: 9780521565882
Category : Business & Economics
Languages : en
Pages : 258
Book Description
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
A Companion to Theoretical Econometrics
Author: Badi H. BaltagiPublisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736
Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Almost All About Unit Roots
Author: In ChoiPublisher: Cambridge University Press
ISBN: 1107097339
Category : Business & Economics
Languages : en
Pages : 301
Book Description
Many economic theories depend on the presence or absence of a unit root for their validity, making familiarity with unit roots extremely important to econometric and statistical theory. This book introduces the literature on unit roots in a comprehensive manner to empirical and theoretical researchers in economics and other areas.
Statistical Theory and Method Abstracts
Author: International Bibliography of Economics
Author: British Library of Political and Economic SciencePublisher: Psychology Press
ISBN: 9780415074612
Category : Economics
Languages : en
Pages : 766
Book Description
IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences.
Distinguishing Stochastic from Deterministic Seasonality in Time Series Analysis
Author: Wing-kuen TamMathematical Reviews
Author: Journal of the American Statistical Association
Author: Publisher:
ISBN:
Category : Electronic journals
Languages : en
Pages : 1726
Book Description
Author: