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Time Series Analysis: Regression Te..., Ostrom, Dr. Cha
US $134.99
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eBay item number:354680609919
Item specifics
- Condition
- Book Title
- Time Series Analysis: Regression Techniques: 9 (Quantitative A...
- ISBN
- 0803931352
- EAN
- 9780803931350
- Date of Publication
- 19900313
- Release Title
- Time Series Analysis: Regression Techniques: 9 (Quantitative A...
- Artist
- Ostrom, Dr. Charles W.
- Brand
- N/A
- Colour
- N/A
- Subject Area
- Mathematics, Social Science
- Publication Name
- Time Series Analysis : Regression Techniques
- Publisher
- SAGE Publications, Incorporated
- Item Length
- 8.4 in
- Subject
- Probability & Statistics / Regression Analysis, Research, Probability & Statistics / Time Series, Statistics
- Publication Year
- 1990
- Series
- Quantitative Applications in the Social Sciences Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Height
- 0.3 in
- Item Weight
- 4 Oz
- Item Width
- 5.3 in
- Number of Pages
- 96 Pages
About this product
Product Identifiers
Publisher
SAGE Publications, Incorporated
ISBN-10
0803931352
ISBN-13
9780803931350
eBay Product ID (ePID)
1144265
Product Key Features
Number of Pages
96 Pages
Language
English
Publication Name
Time Series Analysis : Regression Techniques
Publication Year
1990
Subject
Probability & Statistics / Regression Analysis, Research, Probability & Statistics / Time Series, Statistics
Type
Textbook
Subject Area
Mathematics, Social Science
Series
Quantitative Applications in the Social Sciences Ser.
Format
Trade Paperback
Dimensions
Item Height
0.3 in
Item Weight
4 Oz
Item Length
8.4 in
Item Width
5.3 in
Additional Product Features
Edition Number
2
Intended Audience
Scholarly & Professional
LCCN
89-010715
Dewey Edition
20
Series Volume Number
9
Volume Number
Vol. 9
Illustrated
Yes
Dewey Decimal
300/.1/51955
Table Of Content
IntroductionTime Series Regression Analysis Nonlagged CaseA Ratio Goal HypothesisThe Error TermTime Series Regression ModelNonautoregression AssumptionConsequences of Violating the Nonautoregression AssumptionConventional Tests for AutocorrelationAn Alternative Method of EstimationEGLS Estimation (First-Order Autocorrelation)Small Sample PropertiesThe Ratio Goal Hypothesis ReconsideredExtension to Multiple RegressionConclusionAlternative Time-Dependent ProcessesAlternative ProcessesTesting for Higher Order ProcessesProcess IdentificationEstimationExample Estimation of Models with Errors Generated by Alternative Time Dependent ProcessesExample Ratio Goal Model ReconsideredConclusionTime Series Regression Analysis Lagged CaseDistributed Lag ModelsLagged Endogenous VariablesTesting for Autocorrelation in Models with Lagged Endogenous VariablesEstimationEGLA EstimationExampleA Revised Ratio Goal ModelInterpreting Distributed Lag ModelsConclusionForecastingForecast ErrorForecast GenerationModifying the Forecast EquationForecast EvaluationExampleConclusionSummary
Synopsis
"The text gives a good basis for understanding the ideas of the time series models and estimation, without overwhelming readers with the complexity of the subject." --Journal of the American Statistical Association Completely revised and updated, this second edition of Time Series Analysis examines techniques for the study of change based on regression analysis. Ostrom demonstrates how these regression techniques may be employed for hypothesis testing, estimating, and forecasting. In addition, analysis strategies for both lagged and nonlagged models are presented and alternative time-dependent processes are explored., The great advantage of time series regression analysis is that it can both explain the past and predict the future behavior of variables. This volume explores the regression (or structural equation) approach to the analysis of time series data. It also introduces the Box-Jenkins time series method in an attempt to bridge partially the gap between the two approaches.
LC Classification Number
HA30.3.O88 1990
Copyright Date
1990
ebay_catalog_id
4
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