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Analysis of economic time series : a synthesis /
Analysis of Economic Time Series.
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1979.
|
| Colección: | Economic theory, econometrics, and mathematical economics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Nerlove, Marc, |d 1933- | |
| 245 | 1 | 0 | |a Analysis of economic time series : |b a synthesis / |c Marc Nerlove, David M. Grether, Jos�e L. Carvalho. |
| 260 | |a New York : |b Academic Press, |c 1979. | ||
| 300 | |a 1 online resource (xvi, 468 pages) : |b graphs | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Economic theory, econometrics, and mathematical economics | |
| 504 | |a Includes bibliographical references (pages 437-447). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; Analysis of Economic Time Series: A Synthesis; Copyright Page; Dedication; Table of Contents; Preface; Chapter I.A History of the Idea of Unobserved Components in the Analysis of Economic Time Series; 1. Introduction; 2. Background; 3. Origins; 4. Nineteenth Century Contributors; 5. Recent Developments; 6. Application to Seasonal Adjustment and Current Analysis -- 7. Application to the Historical Analysis of BusinessCycles; Chapter II. Introduction to the Theory of Stationary Time Series; 1. Introduction; 2. What Is a Stationary Time Series? Ergodicity | |
| 505 | 8 | |a 3. The Wold Decomposition TheoremChapter III. The Spectral Representation and Its Estimation; 1. Introduction; 2. Covariance Generating Functions; 3. The Spectral Representation of a Stationary TimeSeries; 4. The Cross-Spectral Distribution Function of TwoJointly Stationary Time Series and Filtering; 5. Estimation of the Autocovariance Functionand the Spectral Density Function; Chapter IV. Formulation and Analysis of Unobserved-Components Models; 1. Introduction; 2. Unobserved-Components Models and Their Canonical Forms | |
| 505 | 8 | |a 3. Digression on a General Method for the Determination of the Autocovariances of a Mixed Moving-Average Autoregressive ProcessChapter V. Elements of the Theory of Prediction and Extraction; 1. Introduction; 2. Prediction; 3. Examples of the Application of Minimum-Mean-Square-Error Forecasts; 4. Signal Extraction; 5. Examples of Minimum-Mean-Square-Error Signal Extraction; Chapter VI. Formulation of Unobserved-Components Models and Canonical Forms; 1. Introduction; 2. Determining the Form of a Univariate Time-SeriesARMA Model | |
| 505 | 8 | |a 3. Determining the Form of a Univariate Time-SeriesUnobserved-Components Model4. The Analysis of a Time Series by More Than Its OwnPast; Chapter VII. Estimation of Unobserved-Components and Canonical Models; 1. Introduction; 2. ARMA Model Estimation in the Time Domain; 3. UC Model Estimation in the Time Domain; 4. ARMA Model Estimation in the Frequency Domain; 5. Unobserved-Components Model Estimationin the Frequency Domain; 6. Hypothesis Testing; 7. Estimation of Multiple Time-Series Models; Chapter VIII. Appraisal of Seasonal Adjustment Techniques | |
| 505 | 8 | |a 1. Criteria for ""Optimal"" Seasonal Adjustment2. Choice of Models; 3. Some Results; 4. Seasonal Adjustment and the Estimation of StructuralModels; 5. Conclusion; Chapter IX. On the Comparative Structure of Serial Dependence in Some U.S. Price Series; 1. Introduction; 2. Brief Characterization of Selected Nonindustrial PriceSeries of the Bureau of Labor Statistics; 3. Buyer's Prices and Seller's Prices: The National Bureau of Economic Research Series and the Stigler-Kindahl Study; 4. Conclusions | |
| 520 | |a Analysis of Economic Time Series. | ||
| 546 | |a English. | ||
| 650 | 0 | |a Economics |x Statistical methods. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 6 | |a �Economie politique |x M�ethodes statistiques. |0 (CaQQLa)201-0139873 | |
| 650 | 6 | |a S�erie chronologique. |0 (CaQQLa)201-0018628 | |
| 650 | 7 | |a Economics |x Statistical methods |2 fast |0 (OCoLC)fst00902215 | |
| 650 | 7 | |a Time-series analysis |2 fast |0 (OCoLC)fst01151190 | |
| 650 | 1 | 7 | |a Tijdreeksen. |2 gtt |
| 650 | 1 | 7 | |a Econometrische analyse. |2 gtt |
| 700 | 1 | |a Grether, David M., |e author. | |
| 700 | 1 | |a Carvalho, Jos�e L., |e author. | |
| 776 | 0 | 8 | |i Print version: |a Nerlove, Marc, 1933- |t Analysis of economic time series. |d New York : Academic Press, 1979 |w (DLC) 78026059 |w (OCoLC)4494568 |
| 830 | 0 | |a Economic theory, econometrics, and mathematical economics. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780125157506 |z Texto completo |