Economic time series[electronic reso...
Bell, William R., (1943-)

 

  • Economic time series[electronic resource] :modeling and seasonality /
  • Record Type: Language materials, printed : Monograph/item
    [NT 15000414]: 330.01/51955
    Title/Author: Economic time series : modeling and seasonality // [edited by] William R. Bell, Scott H. Holan, and Tucker S. McElroy.
    other author: Bell, William R.,
    Published: Boca Raton, FL : : CRC Press,, 2012.
    Description: 1 online resource.
    Subject: Time-series analysis - Mathematical models.
    Subject: Econometrics.
    Subject: Economics, Mathematical.
    Subject: Economics.
    Subject: Seasons.
    Subject: Models, Econometric.
    Subject: Seasonal variations (Economics) - Mathematical models.
    ISBN: 9781439846582
    ISBN: 1439846588
    [NT 15000227]: Includes bibliographical references and index.
    [NT 15000228]: Front Cover; Contents; Preface; Editors; Contributors; Part I: Periodic Modeling of Economic Time Series; 1. A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment; 2. Seasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and Testing; 3. Choosing Seasonal Autocovariance Structures: PARMA or SARMA?; Part II: Estimating Time Series Components with Misspecified Models; 4. Specification and Misspecification of Unobserved Components Models; 5. Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data.
    [NT 15000229]: 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.
    Online resource: http://www.crcnetbase.com/isbn/9781439846582
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