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Publisher : Cambridge University Press
ISBN 13 : 0521817706
Total Pages : 313 pages
Book Rating : 4.5/5 (218 download)
Download or read book Time Series Models for Business and Economic Forecasting written by and published by Cambridge University Press. This book was released on with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philip Hans Franses
Publisher : Cambridge University Press
ISBN 13 : 9780521586412
Total Pages : 300 pages
Book Rating : 4.5/5 (864 download)
Download or read book Time Series Models for Business and Economic Forecasting written by Philip Hans Franses and published by Cambridge University Press. This book was released on 1998-10-15 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to time series models for business and economic forecasting.
Author : Peter Kennedy
Publisher : John Wiley & Sons
ISBN 13 : 1405182571
Total Pages : 608 pages
Book Rating : 4.4/5 (51 download)
Download or read book A Guide to Econometrics written by Peter Kennedy and published by John Wiley & Sons. This book was released on 2008-02-19 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses etwas andere Lehrbuch bietet keine vorgefertigten Rezepte und Problemlösungen, sondern eine kritische Diskussion ökonometrischer Modelle und Methoden: voller überraschender Fragen, skeptisch, humorvoll und anwendungsorientiert. Sein Erfolg gibt ihm Recht.
Author : Philip Hans Franses
Publisher : Cambridge University Press
ISBN 13 : 0521770416
Total Pages : 299 pages
Book Rating : 4.5/5 (217 download)
Download or read book Non-Linear Time Series Models in Empirical Finance written by Philip Hans Franses and published by Cambridge University Press. This book was released on 2000-07-27 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2000 volume reviews non-linear time series models, and their applications to financial markets.
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Publisher :
ISBN 13 :
Total Pages : 476 pages
Book Rating : 4.3/5 ( download)
Download or read book Journal of Statistical Research written by and published by . This book was released on 2001 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jan F. Kiviet
Publisher : Foundations & Trends
ISBN 13 : 9781601985385
Total Pages : 185 pages
Book Rating : 4.9/5 (853 download)
Download or read book Monte Carlo Simulation for Econometricians written by Jan F. Kiviet and published by Foundations & Trends. This book was released on 2012 with total page 185 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo Simulation for Econometricians presents the fundamentals of Monte Carlo simulation (MCS), pointing to opportunities not often utilized in current practice, especially with regards to designing their general setup, controlling their accuracy, recognizing their shortcomings, and presenting their results in a coherent way. The author explores the properties of classic econometric inference techniques by simulation. The first three chapters focus on the basic tools of MCS. After treating the basic tools of MCS, Chapter 4 examines the crucial elements of analyzing the properties of asymptotic test procedures by MCS. Chapter 5 examines more general aspects of MCS, such as its history, possibilities to increase its efficiency and effectiveness, and whether synthetic random exogenous variables should be kept fixed over all the experiments or be treated as genuinely random and thus redrawn every replication. The simulation techniques that we discuss in the first five chapters are often addressed as naive or classic Monte Carlo methods. However, simulation can also be used not just for assessing the qualities of inference techniques, but also directly for obtaining inference in practice from empirical data. Various advanced inference techniques have been developed which incorporate simulation techniques. An early example of this is Monte Carlo testing, which corresponds to the parametric bootstrap technique. Chapter 6 highlights such techniques and presents a few examples of (semi-)parametric bootstrap techniques. This chapter also demonstrates that the bootstrap is not an alternative to MCS but just another practical inference technique, which uses simulation to produce econometric inference. Each chapter includes exercises allowing the reader to immerse in performing and interpreting MCS studies. The material has been used extensively in courses for undergraduate and graduate students. The various chapters all contain illustrations which throw light on what uses can be made from MCS to discover the finite sample properties of a broad range of alternative econometric methods with a focus on the rather basic models and techniques.
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Publisher :
ISBN 13 :
Total Pages : 428 pages
Book Rating : 4.:/5 (44 download)
Download or read book Journal of Econometrics written by and published by . This book was released on 1996 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : L. G. Godfrey
Publisher : Manchester University Press
ISBN 13 : 9780719032745
Total Pages : 402 pages
Book Rating : 4.0/5 (327 download)
Download or read book The Implementation and Constructive Use of Misspecification Tests in Econometrics written by L. G. Godfrey and published by Manchester University Press. This book was released on 1992 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a collection of papers co-authored by members of the Department of Economics and Related Studies and the Institute for Research in the Social Sciences at the University of York, which deals with methods for calculating asymptotically valid tests for use with samples of the size available in empirical economics. The papers also address the scope for using test statistics to determine the nature of specification errors and for providing suitable corrections to estimates or parameters.
Download or read book international journal of forcating written by and published by . This book was released on 2001 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Publisher :
ISBN 13 :
Total Pages : 780 pages
Book Rating : 4.:/5 (4 download)
Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1998 with total page 780 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jeffrey Harris Dorfman
Publisher :
ISBN 13 :
Total Pages : 218 pages
Book Rating : 4.:/5 (39 download)
Download or read book Three Essays Involving Time Series Analysis written by Jeffrey Harris Dorfman and published by . This book was released on 1989 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : American statistical association
Publisher :
ISBN 13 :
Total Pages : 548 pages
Book Rating : 4.0/5 (15 download)
Download or read book Journal of Business & Economic Statistics written by American statistical association and published by . This book was released on with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Benjamin Kedem
Publisher : John Wiley & Sons
ISBN 13 : 0471461687
Total Pages : 361 pages
Book Rating : 4.4/5 (714 download)
Download or read book Regression Models for Time Series Analysis written by Benjamin Kedem and published by John Wiley & Sons. This book was released on 2005-03-11 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: A thorough review of the most current regression methods in time series analysis Regression methods have been an integral part of time series analysis for over a century. Recently, new developments have made major strides in such areas as non-continuous data where a linear model is not appropriate. This book introduces the reader to newer developments and more diverse regression models and methods for time series analysis. Accessible to anyone who is familiar with the basic modern concepts of statistical inference, Regression Models for Time Series Analysis provides a much-needed examination of recent statistical developments. Primary among them is the important class of models known as generalized linear models (GLM) which provides, under some conditions, a unified regression theory suitable for continuous, categorical, and count data. The authors extend GLM methodology systematically to time series where the primary and covariate data are both random and stochastically dependent. They introduce readers to various regression models developed during the last thirty years or so and summarize classical and more recent results concerning state space models. To conclude, they present a Bayesian approach to prediction and interpolation in spatial data adapted to time series that may be short and/or observed irregularly. Real data applications and further results are presented throughout by means of chapter problems and complements. Notably, the book covers: * Important recent developments in Kalman filtering, dynamic GLMs, and state-space modeling * Associated computational issues such as Markov chain, Monte Carlo, and the EM-algorithm * Prediction and interpolation * Stationary processes
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Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)
Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Madan Lal Puri
Publisher : Walter de Gruyter
ISBN 13 : 3110917831
Total Pages : 792 pages
Book Rating : 4.1/5 (19 download)
Download or read book Time Series, Fuzzy Analysis and Miscellaneous Topics written by Madan Lal Puri and published by Walter de Gruyter. This book was released on 2011-08-02 with total page 792 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research.This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible.The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri's publications.
Author : American Statistical Association. Statistical Computing Section
Publisher :
ISBN 13 :
Total Pages : 636 pages
Book Rating : 4.3/5 (512 download)
Download or read book Proceedings of the Statistical Computing Section written by American Statistical Association. Statistical Computing Section and published by . This book was released on 1990 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Bibliothèque centrale (Fonds Quetelet)
Publisher :
ISBN 13 :
Total Pages : 868 pages
Book Rating : 4.F/5 ( download)
Download or read book Aanwinsten van de Centrale Bibliotheek (Queteletfonds) written by Bibliothèque centrale (Fonds Quetelet) and published by . This book was released on 2003 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt:
