Time series techniques for economists:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge [u.a.]
Cambridge Univ. Press
1991
|
| Ausgabe: | 1. paperback ed. |
| Schlagworte: | |
| Online-Zugang: | Publisher description Table of contents Inhaltsverzeichnis |
| Beschreibung: | Hier auch später erschienene, unveränderte Nachdrucke. - Literaturverz. S. [349] - 370 |
| Beschreibung: | X, 377 S. graph. Darst. |
| ISBN: | 0521405742 0521343399 |
Internformat
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Datensatz im Suchindex
| _version_ | 1804120370936020992 |
|---|---|
| adam_text | Titel: Time series techniques for economists
Autor: Mills, Terence C
Jahr: 1991
Contents
Preface page ix
1 Introduction 1
PART I EXPLORATORY ANALYSIS OF ECONOMIC
TIME SERIES 5
2 The graphical display of time series 7
3 Summarising time series 19
4 Transforming and smoothing time series 40
PART II THE MODELLING OF UNIVARIATE
ECONOMIC TIME SERIES 61
5 Stationary stochastic time series modeis 63
6 Modelling nonstationary processes 92
7 Forecasting using ARIMA modeis 104
8 ARIMA model building 116
9 Exponential smoothing and its relationship to ARIMA
modelling 153
10 Modelling seasonal time series 164
11 Further topics in univariate time series modelling 199
PART III THE MODELLING OF MULTIVARIATE
ECONOMIC TIME SERIES 233
12 Intervention analysis and the detection of outliers 235
13 Transfer function-noise modeis 248
14 Multiple time series modelling 281
PART IV NONLINEAR TIME SERIES MODELS 323
15 Conditional variance modeis and related topics 325
16 State dependent, modeis 342
References 349
Index 371
|
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| discipline | Wirtschaftswissenschaften |
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| indexdate | 2024-07-09T16:41:01Z |
| institution | BVB |
| isbn | 0521405742 0521343399 |
| language | English |
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| publisher | Cambridge Univ. Press |
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| spelling | Mills, Terence C. 1952- Verfasser (DE-588)129450790 aut Time series techniques for economists Terence C. Mills 1. paperback ed. Cambridge [u.a.] Cambridge Univ. Press 1991 X, 377 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke. - Literaturverz. S. [349] - 370 Wirtschaftsmathematik (DE-588)4066472-7 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Wirtschaftsmathematik (DE-588)4066472-7 s 1\p DE-604 http://www.loc.gov/catdir/description/cam032/89007187.html Publisher description http://www.loc.gov/catdir/toc/cam031/89007187.html Table of contents HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003884464&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mills, Terence C. 1952- Time series techniques for economists Wirtschaftsmathematik (DE-588)4066472-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4066472-7 (DE-588)4067486-1 |
| title | Time series techniques for economists |
| title_auth | Time series techniques for economists |
| title_exact_search | Time series techniques for economists |
| title_full | Time series techniques for economists Terence C. Mills |
| title_fullStr | Time series techniques for economists Terence C. Mills |
| title_full_unstemmed | Time series techniques for economists Terence C. Mills |
| title_short | Time series techniques for economists |
| title_sort | time series techniques for economists |
| topic | Wirtschaftsmathematik (DE-588)4066472-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Wirtschaftsmathematik Zeitreihenanalyse |
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