Author: Pierre ClaveriePublisher:
ISBN:
Category :
Languages : en
Pages : 51
Book Description
Transfer Function and Distributed Lag Identification and Estimation
Author: Pierre ClaverieOn the Identification and Estimation of Multiple Input Transfer Function Models with Autocorrelated Errors
Author: Markku RahialaPublisher:
ISBN:
Category : Autocorrelation (Statistics).
Languages : en
Pages : 104
Book Description
The Identification and Estimation of the Transfer Function of the Simultaneous-equations System
Author: Hwa-sheng YangPublisher:
ISBN:
Category : Transfer functions
Languages : en
Pages : 276
Book Description
An Introduction to Time Series Analysis and Forecasting
Author: Robert Alan YaffeePublisher: Elsevier
ISBN: 0080478700
Category : Mathematics
Languages : en
Pages : 555
Book Description
Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models. The book features treatments of forecast improvement with regression and autoregression combination models and model and forecast evaluation, along with a sample size analysis for common time series models to attain adequate statistical power. The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques. - Describes principal approaches to time series analysis and forecasting - Presents examples from public opinion research, policy analysis, political science, economics, and sociology - Math level pitched to general social science usage - Glossary makes the material accessible for readers at all levels
Applied Time Series Analysis
Author: Terence C. MillsPublisher: Academic Press
ISBN: 0128131179
Category : Business & Economics
Languages : en
Pages : 354
Book Description
Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.
Time Series Analysis
Author: Oliver Duncan AndersonPublisher: North Holland
ISBN:
Category : Mathematics
Languages : en
Pages : 372
Book Description
Market Response Models: Econometric and Time Series Analysis
Author: Dominique M. HanssensPublisher: Springer Science & Business Media
ISBN: 9400910738
Category : Business & Economics
Languages : en
Pages : 389
Book Description
This book reports over a decade's worth of research on the development of empirical response models that have important uses for generating marketing knowledge and improving marketing decisions. Some of its contributions to marketing are the following: 1. It integrates state-of-the art technical material with discussions of its relevance to management. 2. It provides continuity to a research stream over 20 years old. 3. It illustrates how marketing generalizations are the basis of marketing theory and marketing knowledge. 4. It shows how the research can be applied to marketing planning and forecasting. 5. It presents original research in marketing. The book addresses both marketing researchers and marketing managers. This can be done because empirical decision models are helpful in practice and are also based on theories of response. Econometric and time series analysis (ETS) is one of the few areas in marketing where there is little, if any, conflict between the academic sphere and the world of professional practice. Market Response Models is a sequel to Marketing Models and Econometric Research, published in 1976. It is rare for a research-oriented book in market ing to be updated or to have a sequel. Unlike many other methodologies, ETS research in marketing has stood the test of time. It remains the main method for discovering relations among marketing variables.
Forecasting with Dynamic Regression Models
Author: Alan PankratzPublisher: John Wiley & Sons
ISBN: 1118150783
Category : Mathematics
Languages : en
Pages : 410
Book Description
One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special attention to possible intertemporal patterns, distributed lag responses of output to input series and the auto correlation patterns of regression disturbance. It also includes six case studies.
Collected Works of Harry G. Johnson
Author: Harry G. JohnsonPublisher: Routledge
ISBN: 1135050368
Category : Business & Economics
Languages : en
Pages : 2783
Book Description
Supervised by Maurice Dobb, Harry Johnson was particularly impressed by the breadth and the ideas of Joseph Schumpeter, which greatly influenced his writings in later years. Johnson made many contributions to the development of Heckscher-Ohlin theory and also helped to found the monetary approach to the balance of payments. He wrote many surveys of monetary economics that helped to clarify the issues in question.
Author: