Hardcover. Condizione: Very Good. 1st Edition. 417 pp. Tightly bound. Corners not bumped. Text is free of markings. No ownership markings. Published without a dust jacket. Printed boards. First Edition / First Printing. 9,8,7,6,5,4,3,2,1.
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Aggiungi al carrello21 figs., XIX, 417 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Springer Series in Statistics. Sprache: Englisch.
Lingua: Inglese
Editore: Springer-Verlag, Berlin, &c., 1991
ISBN 10: 0387539018 ISBN 13: 9780387539010
Da: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Giappone
Membro dell'associazione: ILAB
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Aggiungi al carrelloSoftcover. Condizione: Good. Condizione sovraccoperta: No dust jacket. viii, 196 p.
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Aggiungi al carrelloCondizione: Sehr gut. 419 Seiten nice book ex Library Sprache: Englisch Gewicht in Gramm: 969 23,6 x 15,5 x 2,5 cm, Gebundene Ausgabe.
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
EUR 116,60
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Aggiungi al carrelloPaperback. Condizione: Gut. 196 Seiten guter Zustand/ good. Bibl.-Ex. ha1020804 Sprache: Englisch Gewicht in Gramm: 350.
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Condizione: New. pp. 212.
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 440.
Da: Revaluation Books, Exeter, Regno Unito
EUR 153,82
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Linear Models with Correlated Disturbances | Paul Knottnerus | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | viii | Englisch | 1991 | Springer | EAN 9783540539018 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 1991
ISBN 10: 3540539018 ISBN 13: 9783540539018
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 106,99
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q'. It turns out that the calculations can be carried out either analytically or in a recursive manner.
EUR 127,59
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Aggiungi al carrelloCondizione: New. This book describes a novel approach to the theory of sampling from finite populations. The new unifying approach is based on the sampling autocorrelation coefficient. The author derives a general set of sampling equations that describe the estimators, t.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 114,36
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This volume deals primarily with the classical question of how to draw conclusions about the population mean of a variable, given a sample with observations on that variable. Another classical question is how to use prior knowledge of an economic or definitional relationship between the popu lation means of several variables, provided that the variables are observed in a sample. The present volume is a compilation of two discussion papers and some additional notes on these two basic questions. The discussion papers and notes were prepared for a 15-hour course at Statistics Nether lands in Voorburg in February 2000. The first discussion paper is entitled 'A Memoir on Sampling and Rho, the Generalized Intrasample Correlation Coefficient' (1999). It describes a new approach to the problem of unequal probability sampling. The second discussion paper 'The General Restric tion Estimator' (2000), deals with the problem of how to find constrained estimators that obey a given set of restrictions imposed on the parameters to be estimated. Parts I and II of the volume provide a novel and systematic treatment of sampling theory considered from the angle of the sampling autocorrelation coefficient p (rho). The same concept plays an important role in the analysis of time series. Although this concept is also well known in sampling theory, for instance in cluster sampling and systematic sampling, generalizations of p for an arbitrary sampling design are to my knowledge not readily found in the literature.
EUR 186,27
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 176,72
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