Economic time series : modeling and seasonality /

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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:
Seasonal variations (Economics) > Mathematical models.
Time-series analysis > Mathematical models.
Econometrics.
Economics, Mathematical.
Economics.
Seasons.
Economics
Seasons
Models, Econometric
Variations saisonnières (Économie politique) > Modèles mathématiques.
Série chronologique > Modèles mathématiques.
Économétrie.
Économie politique.
Saisons.
economics.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometrics
Economics, Mathematical
Seasonal variations (Economics) > Mathematical models
Time-series analysis > Mathematical models
Prognosemodell
Saisonale Komponente
Zeitreihenanalyse
Zeitreihenanalyse.
Ökonometrisches Modell.
Wirtschaftstheorie.
Séries chronologiques.
handbooks.
Handbooks and manuals.
Guides et manuels.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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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