Terence Mills

Time Series Techniques for Economists

• Broschiertes Buch

Produktbeschreibung

This book brings together recent research in the application of time series techniques and analyses the areas of most importance to applied economics.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 388
• Erscheinungstermin: 1. Juni 1991
• Englisch
• Abmessung: 229mm x 152mm x 23mm
• Gewicht: 628g
• ISBN-13: 9780521405744
• ISBN-10: 0521405742
• Artikelnr.: 21372332

Inhaltsangabe

Preface
1. Introduction
Part I. Exploratory Analysis of Economic Time Series: 2. The graphical display of time series
3. Summarising time series
4. Transforming and smoothing time series
Part II. The Modelling of Univariate Economic Time Series: 5. Stationary stochastic time series models
6. Modelling nonstationary processes
7. Forecasting using ARIMA models
8. ARIMA model building
9. Exponential smoothing and its relationship to ARIMA modelling
10. Modelling seasonal time series
11. Further topics in univariate time series modelling
Part III. The Modelling of Multivariate Economic Time Series: 12. Intervention analysis and the detection of outliers
13. Transfer function-noise models
13. Transfer function-noise models
14. Multiple time series modelling
Part IV. Nonlinear Time Series Models: 15. Conditional variance models and related topics
16. State dependent models
References
Index.