Simultaneous equation methods (econometrics): Cross-sectional analysis, Time series analysis, Fourier analysis, Autocorrelation

9781156605158: Simultaneous equation methods (econometrics): Cross-sectional analysis, Time series analysis, Fourier analysis, Autocorrelation
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. Pages: 102. Chapters: Cross-sectional analysis, Time series analysis, Fourier analysis, Autocorrelation, Linear prediction, Cepstrum, White noise, Anomaly time series, Empirical orthogonal functions, Discrete choice, Window function, Least-squares spectral analysis, Moving average, Instrumental variable, Wiener filter, Heart rate variability, Vector autoregression, Heteroscedasticity, Autoregressive conditional heteroskedasticity, Recursive least squares filter, Independent component analysis, Trend estimation, Partial correlation, Forecasting, Autoregressive moving average model, Unit root, Box-Jenkins, Singular spectrum analysis, SigSpec, Seemingly unrelated regressions, Growth curve, Exponential smoothing, Seasonal variation, Arnaud Legoux Moving Average, Durbin-Watson statistic, Detrended fluctuation analysis, Dickey-Fuller test, Self-similar process, Correlogram, Gompertz function, Frequency domain, Economic data, Cross-sectional study, Granger causality, Long-range dependency, Augmented Dickey-Fuller test, Cyclostationary process, CARIACO Ocean Time Series Program, Correlation function, Cointegration, Kernel, Trend stationary, Phase dispersion minimization, Wold's theorem, Stochastic drift, Hodrick-Prescott filter, Heteroscedasticity-consistent standard errors, Tracking signal, General matrix notation of a VAR(p), Stationary subspace analysis, Seasonality, Political forecasting, Threshold model, Statistical signal processing, Chow test, Mixed data sampling, Discrete time, Partial autocorrelation function, Seasonal adjustment, Time reversibility, Secular variation, Bispectrum, BV4.1, Berlin procedure, Mean absolute scaled error, Autocovariance, Bayesian VAR, Trend analysis, Cross-sectional data, Structural break, Decomposition of time series, Ljung-Box test, Johansen test, Seasonal subseries plot, Cochrane-Orcutt estimation, Spectr...

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