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Economic time series : modeling and seasonality /

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases th...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Bell, William R., 1943-, Holan, Scott H., McElroy, Tucker
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton, FL : CRC Press, ©2012.
Temas:
Acceso en línea:Texto completo

MARC

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245 0 0 |a Economic time series :  |b modeling and seasonality /  |c edited by William R. Bell, Scott H. Holan, and Tucker S. McElroy. 
260 |a Boca Raton, FL :  |b CRC Press,  |c ©2012. 
300 |a 1 online resource 
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504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
520 |a Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies. For easier perusal and absorption, the contents have been. 
505 0 |a A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment / Siem Jan Koopman, Marius Ooms, and Irma Hindrayanto -- Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing / Thomas M. Trimbur and William R. Bell -- Choosing Seasonal Autocovariance Structures : PARMA or SARMA? / Robert Lund -- Specification and Misspecification of Unobserved Components Models / Davide Delle Monache and Andrew Harvey -- The Error in Business Cycle Estimates Obtained From Seasonally Adjusted Data / Tucker S. McElroy and Scott H. Holan -- Frequency Domain Analysis of Seasonal Adjustment Filters Applied To Periodic Labor Force Survey Series / Richard B. Tiller -- Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments / William R. Bell, Yea-Jane Chu, and George C. Tiao -- Estimating Variance in X-11 Seasonal Adjustment / Stuart Scott, Danny Pfeffermann, and Michail Sverchkov -- Asymmetric Filters for Trend-Cycle Estimation / Estela Bee Dagum and Alessandra Luati -- Restoring Accounting Constraints in Time Series : Methods and Software for a Statistical Agency / Benoit Quenneville and Susie Fortier -- Theoretical and Real Trading-Day Frequencies / Dominique Ladiray -- Applying and Interpreting Model-Based Seasonal Adjustment : The Euro-Area Industrial Production Series / Agustín Maravall and Domingo Pérez -- Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion / Pedro Galeano and Daniel Peña -- Outliers in GARCH Processes / Luiz K. Hotta and Ruey S. Tsay -- Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis / Yoko Tanokura, Hiroshi Tsuda, Seisho Sato, and Genshiro Kitagawa -- Normally Distributed Seasonal Unit Root Tests / David A. Dickey -- Bayesian Seasonal Adjustment of Long-Memory Time Series / Scott H. Holan and Tucker S. McElroy -- Bayesian Stochastic Model Specification Search for Seasonal and Calendar Effects / Tommaso Proietti and Stefano Grassi -- Nonparametric Estimation of the Innovation Variance and Judging the Fit of ARMA Models / Priya Kohli and Mohsen Pourahmadi -- Functional Model Selection for Sparse Binary Time Series with Multiple Inputs / Catherine Y. Tu, Dong Song, F. Jay Breidt, Theodore W. Berger, and Haonan Wang -- Models for High Lead Time Prediction / Granville Tunnicliffe-Wilson and John Haywood. 
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650 0 |a Time-series analysis  |x Mathematical models. 
650 0 |a Econometrics. 
650 0 |a Economics, Mathematical. 
650 0 |a Economics. 
650 0 |a Seasons. 
650 2 |a Economics 
650 2 |a Seasons 
650 2 |a Models, Econometric 
650 6 |a Variations saisonnières (Économie politique)  |x Modèles mathématiques. 
650 6 |a Série chronologique  |x Modèles mathématiques. 
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650 6 |a Économie politique. 
650 6 |a Saisons. 
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700 1 |a Bell, William R.,  |d 1943-  |1 https://id.oclc.org/worldcat/entity/E39PCjH6bXchBk7cBwjMkhxjyd 
700 1 |a Holan, Scott H. 
700 1 |a McElroy, Tucker. 
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