Multivariate Analysis : Methods and Applications

William R Dillon

ISBN 10: 0471083178 / ISBN 13: 9780471083177

Editore: Wiley Aug 1984, 1984

Riguardo questo articolo

Neuware - Structural Sensitivity in Econometric Models Edwin Kuh, John W. Neese and Peter Hollinger Provides a pathbreaking assessment of the worth of linear dynamic systems methods for probing the behavior of complex macroeconomic models. Representing a major improvement upon the standard 'black box' approach to analyzing economic model structure, it introduces the powerful concept of parameter sensitivity analysis within a linear systems root/vector framework. The approach is illustrated with a good mediumsize econometric model (Michigan Quarterly Econometric Model of the United States). EISPACK, the Fortran code for computing characteristic roots and vectors has been upgraded and augmented by a model linearization code and a broader algorithmic framework. Also features an interface between the algorithmic code and the interactive modeling system (TROLL), making an unusually wide range of linear systems methods accessible to economists, operations researchers, engineers and physical scientists. 1985 (0-471-81930-1) 324 pp. Linear Statistical Models and Related Methods With Applications to Social Research John Fox A comprehensive, modern treatment of linear models and their variants and extensions, combining statistical theory with applied data analysis. Considers important methodological principles underlying statistical methods. Designed for researchers and students who wish to apply these models to their own work in a flexible manner. 1984 (0 471-09913-9) 496 pp. Statistical Methods for Forecasting Bovas Abraham and Johannes Ledolter This practical, user-oriented book treats the statistical methods and models used to produce short-term forecasts. Provides an intermediate level discussion of a variety of statistical forecasting methods and models and explains their interconnections, linking theory and practice. Includes numerous time-series, autocorrelations, and partial autocorrelation plots. 1983 (0 471-86764-0) 445 pp.

Codice articolo 9780471083177

Dati bibliografici

• Titolo: Multivariate Analysis : Methods and Applications
• Editore: Wiley Aug 1984
• Data di pubblicazione: 1984
• Lingua: Inglese
• ISBN 10: 0471083178
• ISBN 13: 9780471083177
• Rilegatura: Buch
• Condizione: Neu
• Dimensioni: 240 L x 161 A x 37 P (millimetri) 240 millimetri di larghezza per 161 millimetri di altezza per 37 millimetri di profondità
• Peso: 1070 grammi

Descrizione articolo

Riassunto

Structural Sensitivity in Econometric Models Edwin Kuh, John W. Neese and Peter Hollinger Provides a pathbreaking assessment of the worth of linear dynamic systems methods for probing the behavior of complex macroeconomic models. Representing a major improvement upon the standard "black box" approach to analyzing economic model structure, it introduces the powerful concept of parameter sensitivity analysis within a linear systems root/vector framework. The approach is illustrated with a good mediumsize econometric model (Michigan Quarterly Econometric Model of the United States). EISPACK, the Fortran code for computing characteristic roots and vectors has been upgraded and augmented by a model linearization code and a broader algorithmic framework. Also features an interface between the algorithmic code and the interactive modeling system (TROLL), making an unusually wide range of linear systems methods accessible to economists, operations researchers, engineers and physical scientists. 1985 (0-471-81930-1) 324 pp. Linear Statistical Models and Related Methods With Applications to Social Research John Fox A comprehensive, modern treatment of linear models and their variants and extensions, combining statistical theory with applied data analysis. Considers important methodological principles underlying statistical methods. Designed for researchers and students who wish to apply these models to their own work in a flexible manner. 1984 (0 471-09913-9) 496 pp. Statistical Methods for Forecasting Bovas Abraham and Johannes Ledolter This practical, user-oriented book treats the statistical methods and models used to produce short-term forecasts. Provides an intermediate level discussion of a variety of statistical forecasting methods and models and explains their interconnections, linking theory and practice. Includes numerous time-series, autocorrelations, and partial autocorrelation plots. 1983 (0 471-86764-0) 445 pp.

Informazioni sull?autore

About the authors William R. Dillon is Professor of Marketing at the University of Massachusetts. Dr. Dillon is the co-author of Discrete Discriminant Analysis and is on the editorial boards of the Journal of Business Research and Journal of Marketing Research. Dr. Dillon earned his PhD in marketing and quantitative methods at the City University of New York. Matthew Goldstein is President of the Research Foundation of the City University of New York and Professor of Statistics at Baruch College, City University of New York. He is a co-author of Discrete Discriminant Analysis and intermediate Statistical Methods. Dr Goldstein has served as president of the New York Area Chapter of the American Statistical Association. He earned his PhD in statistics at the University of Connecticut.