Time series models for business and economic forecasting:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge Univ. Press
2014
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Online resources (downloadable datasets) at http://www.cambridge.org/timeseries ; Hier auch später ersch., unveränd. Nachdr. |
| Beschreibung: | XII, 300 S. graph. Darst. |
| ISBN: | 9780521520911 9780521817707 |
Internformat
MARC
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| 020 | |a 9780521817707 |c hbk |9 978-0-521-81770-7 | ||
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| 245 | 1 | 0 | |a Time series models for business and economic forecasting |c Philip Hans Franses ; Dick van Dijk and Anne Opschoor |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Cambridge |b Cambridge Univ. Press |c 2014 | |
| 300 | |a XII, 300 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Online resources (downloadable datasets) at http://www.cambridge.org/timeseries ; Hier auch später ersch., unveränd. Nachdr. | ||
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| 650 | 0 | 7 | |a Wirtschaft |0 (DE-588)4066399-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Ökonometrisches Modell |0 (DE-588)4043212-9 |2 gnd |9 rswk-swf |
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| 700 | 1 | |a Opschoor, Anne |e Verfasser |4 aut | |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-027193913 | ||
Datensatz im Suchindex
| _version_ | 1804152043306221568 |
|---|---|
| adam_text | Contents
List of figures
page
vü
List of tables
x
Preface
xi
1
Introduction and overview
ι
2
Key features of economic time series
8
2.1
Trends
9
2.2
Seasonally
14
2.3
Aberrant observations
27
2.4
Conditioral
hetc-Oskedastioty
26
2.5
Non- inearity
27
2Љ
Common features
29
3
Useful concepts in univariate time series analysis
33
3.1
Autoregressive
moving average models
35
3.2
Autocorrelation ana identification as
3.3
Estimation and diagnostic measures
58
3.4
Model selection 6b
3.5
Forecasting
66
4
Trends
/7
4.1
Modeling trends
79
4.2
Unit root tests
94
4.3
Stationary tests
102
4.4
Forecasting
104
5
Seasonally
110
5.1
Modeling seasonally
112
С
D
vi
Ш
Contents
5.2
Seasonal unit root tests
124
5.3
Forecasting
Λ31
6
Aberrant observations
139
6.1
Modehng aberrant observations
144
6.2
What happens if we neglect
ouihers?
52
6.3
What to do about outliers? 1b4
6.4
Outliers and unit root tests
160
7
Conditional heteroskedasticity
166
7.1
Models for conditional heteroskedasticity
Л69
7.2
Various extensions
1
76
7.3
Specification, estimation and evaluation
183
7.4
Forecasting
194
8
Non-linearity 20b
8.1
Regime-switching models
206
8.2
Estimation 212
8.3
Testing for nonlinearity
220
8.4
Diagnostic checking
227
8.5
Forecasting
232
9
Multivariate time series
240
9.1
Representations
244
9.2
Empirical model building
2^2
9.3
Applying
VAR
models
256
9.4
Cointegration: some preliminaries
262
9.5
Inference on cointegration
269
Bibliography
284
Subject index
298
|
| any_adam_object | 1 |
| author | Franses, Philip Hans 1963- Dijk, Dick van 1971- Opschoor, Anne |
| author_GND | (DE-588)129435503 (DE-588)132368846 |
| author_facet | Franses, Philip Hans 1963- Dijk, Dick van 1971- Opschoor, Anne |
| author_role | aut aut aut |
| author_sort | Franses, Philip Hans 1963- |
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| building | Verbundindex |
| bvnumber | BV041747448 |
| callnumber-first | H - Social Science |
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| callnumber-search | HA30.3.F7 1998 |
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| classification_rvk | QH 237 |
| ctrlnum | (OCoLC)880528679 (DE-599)BSZ40187351X |
| dewey-full | 338.5/442/015195521 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 338 - Production |
| dewey-raw | 338.5/442/0151955 21 |
| dewey-search | 338.5/442/0151955 21 |
| dewey-sort | 3338.5 3442 6151955 221 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV041747448 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:04:26Z |
| institution | BVB |
| isbn | 9780521520911 9780521817707 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027193913 |
| oclc_num | 880528679 |
| open_access_boolean | |
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| owner_facet | DE-703 DE-521 DE-355 DE-BY-UBR DE-29T DE-945 DE-739 DE-1047 DE-473 DE-BY-UBG |
| physical | XII, 300 S. graph. Darst. |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Franses, Philip Hans 1963- Verfasser (DE-588)129435503 aut Time series models for business and economic forecasting Philip Hans Franses ; Dick van Dijk and Anne Opschoor 2. ed. Cambridge Cambridge Univ. Press 2014 XII, 300 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Online resources (downloadable datasets) at http://www.cambridge.org/timeseries ; Hier auch später ersch., unveränd. Nachdr. Prognose (DE-588)4047390-9 gnd rswk-swf Wirtschaft (DE-588)4066399-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Prognose (DE-588)4047390-9 s Wirtschaft (DE-588)4066399-1 s Zeitreihenanalyse (DE-588)4067486-1 s DE-604 Ökonometrisches Modell (DE-588)4043212-9 s Dijk, Dick van 1971- Verfasser (DE-588)132368846 aut Opschoor, Anne Verfasser aut Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027193913&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Franses, Philip Hans 1963- Dijk, Dick van 1971- Opschoor, Anne Time series models for business and economic forecasting Prognose (DE-588)4047390-9 gnd Wirtschaft (DE-588)4066399-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4066399-1 (DE-588)4043212-9 (DE-588)4067486-1 |
| title | Time series models for business and economic forecasting |
| title_auth | Time series models for business and economic forecasting |
| title_exact_search | Time series models for business and economic forecasting |
| title_full | Time series models for business and economic forecasting Philip Hans Franses ; Dick van Dijk and Anne Opschoor |
| title_fullStr | Time series models for business and economic forecasting Philip Hans Franses ; Dick van Dijk and Anne Opschoor |
| title_full_unstemmed | Time series models for business and economic forecasting Philip Hans Franses ; Dick van Dijk and Anne Opschoor |
| title_short | Time series models for business and economic forecasting |
| title_sort | time series models for business and economic forecasting |
| topic | Prognose (DE-588)4047390-9 gnd Wirtschaft (DE-588)4066399-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Prognose Wirtschaft Ökonometrisches Modell Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027193913&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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