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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 108 pp. Englisch. Codice articolo 9781461599272
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Condizione: New. Series: Gesellschaft, Recht, Wirtschaft. Num Pages: 104 pages, 7 black & white illustrations, biography. BIC Classification: PDE; TTBM. Category: (P) Professional & Vocational. Dimension: 216 x 140 x 6. Weight in Grams: 149. . 2012. 1980th Edition. paperback. . . . . Codice articolo V9781461599272
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Condizione: New. Series: Gesellschaft, Recht, Wirtschaft. Num Pages: 104 pages, 7 black & white illustrations, biography. BIC Classification: PDE; TTBM. Category: (P) Professional & Vocational. Dimension: 216 x 140 x 6. Weight in Grams: 149. . 2012. 1980th Edition. paperback. . . . . Books ship from the US and Ireland. Codice articolo V9781461599272
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 108 pp. Englisch. Codice articolo 9781461599272
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9781461599272
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Taschenbuch. Condizione: Neu. Problems of Time Series Analysis | Nerlove | Taschenbuch | 104 S. | Englisch | 2012 | Birkhäuser | EAN 9781461599272 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 105322468
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