Author: Agustín MaravallPublisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 48
Book Description
Use and Misuse of Unobserved Components in Economic Forecasting
Author: Agustín MaravallPublisher:
ISBN:
Category : Economic forecasting
Languages : en
Pages : 48
Book Description
Unobserved Components in Economic Time Series
Author: Agustín MaravallPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 76
Book Description
A Course in Time Series Analysis
Author: Daniel PeñaPublisher: John Wiley & Sons
ISBN: 1118031229
Category : Mathematics
Languages : en
Pages : 494
Book Description
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.
Estimation Error and the Specification of Unobserved Component Models
Author: Agustín MaravallPublisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 72
Book Description
Unobserved Components in ARCH Models
Author: Gabriele FiorentiniPublisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 52
Book Description
The Oxford Handbook of Economic Forecasting
Author: Michael P. ClementsPublisher: OUP USA
ISBN: 0195398645
Category : Business & Economics
Languages : en
Pages : 732
Book Description
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Report of Activities
Author: European University InstitutePublisher:
ISBN:
Category : Research institutes
Languages : en
Pages : 64
Book Description
Statistical Theory and Method Abstracts
Author: Journal of Econometrics
Author: A Structural Model of Intra-European Airline Competition
Author: Giovanni NeroPublisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 56
Book Description