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Problems of Time Series Analysis by NERLOVE (English) Paperback Book
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eBay item number:364690387323
Item specifics
- Condition
- ISBN-13
- 9781461599272
- Book Title
- Problems of Time Series Analysis
- ISBN
- 9781461599272
- Subject Area
- Computers, Technology & Engineering, Mathematics
- Publication Name
- Problems of Time Series Analysis
- Publisher
- Birkhäuser Boston
- Item Length
- 8.5 in
- Subject
- Signals & Signal Processing, Computer Science, Applied
- Publication Year
- 2012
- Series
- Gesellschaft, Recht, Wirtschaft Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Item Weight
- 5.3 Oz
- Item Width
- 5.5 in
- Number of Pages
- 104 Pages
About this product
Product Information
The last decade has witnessed an increased interest in time series analysis. Non-parametric methods like spectral and cross spectral analysis are used to discover regularities in individual time series, re lationships between specific components of different time series and leads or lags between those series. Box-Jenkins procedures for the pa rametric estimation of autoregressive-moving average schemes be long nowadays to the standard equipment of a computer center. In economics this revival of time series analysis has led to numer ous empirical studies on optimal seasonal adjustment procedures, the behavior of prices, production, employment etc. More recently, Box Jenkins methods form an integral part for tests on the efficiency of markets, the effectiveness of monetary and fiscal policies and for the study of the röle of different assumptions on the formation of expec tations. This volume comprehends aseries of lectures which deal with var ious topics of time series analysis delivered during the wintersemester 1978/79 at the faculty of economics and statistics. The collection be gins with a paper by M. Nerlove introducing the concept of unob served components. Theoretical results are illustrated by examples se ries on prices of steers, heifers, cows and milk, of cattle and for time hog slaughter, of industrial production and male unemployment. The study by S. Heiler considers a mixed model with a linear regression part and a regular residual process for the prediction of economic processes when additional information is available.
Product Identifiers
Publisher
Birkhäuser Boston
ISBN-10
146159927x
ISBN-13
9781461599272
eBay Product ID (ePID)
15038377666
Product Key Features
Number of Pages
104 Pages
Language
English
Publication Name
Problems of Time Series Analysis
Publication Year
2012
Subject
Signals & Signal Processing, Computer Science, Applied
Type
Textbook
Subject Area
Computers, Technology & Engineering, Mathematics
Series
Gesellschaft, Recht, Wirtschaft Ser.
Format
Trade Paperback
Dimensions
Item Weight
5.3 Oz
Item Length
8.5 in
Item Width
5.5 in
Additional Product Features
Intended Audience
Scholarly & Professional
Series Volume Number
3
Number of Volumes
1 Vol.
Illustrated
Yes
Lc Classification Number
Qa71-90
Table of Content
Unobserved Components Models for Economic Time Series.- Prediction of Economic Processes with Linear Regression Part.- A Comparative Study on the Performance of Two Forecasting Techniques Based Either on Distributed-Lag Models or on Pay-off Distributions.- Updated Time Series and Econometric Forecasts.- Time Series Analysis and Hypotheses Search Procedures.
Copyright Date
1980
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:364690387323
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