Seasonal Analysis Of Economic Time Series PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Seasonal Analysis Of Economic Time Series PDF full book. Access full book title Seasonal Analysis Of Economic Time Series.
Author | : William R. Bell |
Publisher | : CRC Press |
Total Pages | : 544 |
Release | : 2018-11-14 |
Genre | : Mathematics |
ISBN | : 1439846588 |
Download Economic Time Series Book in PDF, ePub and Kindle
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s
Author | : Eric Ghysels |
Publisher | : Cambridge University Press |
Total Pages | : 258 |
Release | : 2001-06-18 |
Genre | : Business & Economics |
ISBN | : 9780521565882 |
Download The Econometric Analysis of Seasonal Time Series Book in PDF, ePub and Kindle
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
Author | : Arnold Zellner |
Publisher | : |
Total Pages | : 518 |
Release | : 1978 |
Genre | : Business & Economics |
ISBN | : |
Download Seasonal Analysis of Economic Time Series Book in PDF, ePub and Kindle
Author | : Marc Nerlove |
Publisher | : Academic Press |
Total Pages | : 495 |
Release | : 2014-05-10 |
Genre | : Business & Economics |
ISBN | : 1483218880 |
Download Analysis of Economic Time Series Book in PDF, ePub and Kindle
Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.
Author | : C. W. J. Granger |
Publisher | : Academic Press |
Total Pages | : 353 |
Release | : 2014-05-10 |
Genre | : Business & Economics |
ISBN | : 1483273245 |
Download Forecasting Economic Time Series Book in PDF, ePub and Kindle
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
Author | : Conference On The Seasonal Analysis Of Economic Time Series |
Publisher | : |
Total Pages | : 485 |
Release | : 1976 |
Genre | : |
ISBN | : |
Download Seasonal Analysis of Economic Time Series Book in PDF, ePub and Kindle
Author | : Conference On The Seasonal Analysis Of Economic Time Series. [1976, 9-10 septembre. Washington, D.C.]. |
Publisher | : |
Total Pages | : 485 |
Release | : 1979 |
Genre | : |
ISBN | : |
Download Seasonal analysis of economic time series Book in PDF, ePub and Kindle
Author | : Haim Y. Bleikh |
Publisher | : CRC Press |
Total Pages | : 149 |
Release | : 2016-02-24 |
Genre | : Business & Economics |
ISBN | : 1317010183 |
Download Time Series Analysis and Adjustment Book in PDF, ePub and Kindle
In Time Series Analysis and Adjustment the authors explain how the last four decades have brought dramatic changes in the way researchers analyze economic and financial data on behalf of economic and financial institutions and provide statistics to whomsoever requires them. Such analysis has long involved what is known as econometrics, but time series analysis is a different approach driven more by data than economic theory and focused on modelling. An understanding of time series and the application and understanding of related time series adjustment procedures is essential in areas such as risk management, business cycle analysis, and forecasting. Dealing with economic data involves grappling with things like varying numbers of working and trading days in different months and movable national holidays. Special attention has to be given to such things. However, the main problem in time series analysis is randomness. In real-life, data patterns are usually unclear, and the challenge is to uncover hidden patterns in the data and then to generate accurate forecasts. The case studies in this book demonstrate that time series adjustment methods can be efficaciously applied and utilized, for both analysis and forecasting, but they must be used in the context of reasoned statistical and economic judgment. The authors believe this is the first published study to really deal with this issue of context.
Author | : Philip Hans Franses |
Publisher | : Cambridge University Press |
Total Pages | : 421 |
Release | : 2014-04-24 |
Genre | : Business & Economics |
ISBN | : 1139952129 |
Download Time Series Models for Business and Economic Forecasting Book in PDF, ePub and Kindle
With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Author | : Estela Bee Dagum |
Publisher | : |
Total Pages | : 60 |
Release | : 1979 |
Genre | : Government publications |
ISBN | : |
Download On the Seasonal Adjustment of Economic Time Series Aggregates Book in PDF, ePub and Kindle