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

 

  • Economic time series[electronic resource] :modeling and seasonality /
  • 紀錄類型: 書目-語言資料,印刷品 : Monograph/item
    杜威分類號: 330.01/51955
    書名/作者: Economic time series : modeling and seasonality // [edited by] William R. Bell, Scott H. Holan, and Tucker S. McElroy.
    其他作者: Bell, William R.,
    出版者: Boca Raton, FL : : CRC Press,, 2012.
    面頁冊數: 1 online resource.
    標題: Time-series analysis - Mathematical models.
    標題: Econometrics.
    標題: Economics, Mathematical.
    標題: Economics.
    標題: Seasons.
    標題: Models, Econometric.
    標題: Seasonal variations (Economics) - Mathematical models.
    ISBN: 9781439846582
    ISBN: 1439846588
    書目註: Includes bibliographical references and index.
    內容註: 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.
    摘要、提要註: 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.
    電子資源: http://www.crcnetbase.com/isbn/9781439846582
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