Periodicity and stochastic trends in economic time series:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford [u.a.]
Oxford Univ. Press
1996
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| Series: | Advanced texts in econometrics
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| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XII, 230 S. graph. Darst. |
| ISBN: | 0198774540 0198774532 |
Staff View
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Record in the Search Index
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| adam_text | PERIODICITY AND STOCHASTIC TRENDS IN ECONOMIC TIME SERIES PHILIP HANS
FRANSES OXFORD UNIVERSITY PRESS 1996 CONTENTS LIST OF ABBREVIATIONS XI
1. INTRODUCTION 1 2. CONCEPTS IN TIME SERIES ANALYSIS 4 2.1 UNIVARIATE
TIME SERIES MODELS 4 2.2 MULTIVARIATE TIME SERIES MODELS 15 2.3 UNIT
ROOTS IN UNIVARIATE TIME SERIES 17 2.4 UNIT ROOTS IN MULTIVARIATE TIME
SERIES 23 3. AN INTRODUCTION TO SEASONAL TIME SERIES 32 3.1
CHARACTERISTICS OF SEASONAL TIME SERIES 32 3.2 UNIVARIATE TIME SERIES
ASPECTS 40 4. SEASONAL ADJUSTMENT 49 4.1 SEASONAL ADJUSTMENT METHODS 50
4.2 EVALUATING SEASONALLY ADJUSTED DATA 54 5. SEASONAL INTEGRATION AND
COINTEGRATION 61 5. / SEASONAL INTEGRATION 62 5.2 SEASONAL COINTEGRATION
73 APPENDIX 78 6. ARE SEASONS, TRENDS, AND CYCLES ALWAYS INDEPENDENT? 79
6.1 CORRELATION BETWEEN SEASONAL AND NONSEASONAL COMPONENTS 80 6.2
BUSINESS CYCLES AND CHANGES IN SEASONAL PATTERNS 8 4 6.3 SEASONALITY IN
CONSUMER CONFIDENCE 88 7. PERIODIC AUTOREGRESSIVE TIME SERIES MODELS 92
7.1 NOTATION AND REPRESENTATION 93 7.2 STATIONARITY IN PERIODIC
AUTOREGRESSION 98 7.3 ESTIMATION AND MODEL SELECTION . 101 X CONTENTS
7.4 EFFECTS OF NEGLECTING PERIODICITY 117 7.5 MULTIVARIATE PERIODIC
AUTOREGRESSION 123 8. PERIODIC INTEGRATION 126 8.1 TESTING FOR UNIT
ROOTS IN PERIODIC AUTOREGRESSION 127 8.2 PERIODIC INTEGRATION 150 8.3
EFFECTS OF NONPERIODIC ANALYSIS 166 9. PERIODIC COINTEGRATION 177 9.1
REPRESENTATION OF PERIODIC VAR MODELS 178 9.2 COMMON ASPECTS IN PERIODIC
INTEGRATION 181 9.3 PERIODIC COINTEGRATION 193 9.4 SEASONAL VARIATION IN
BUSINESS CYCLES 207 10. CONCLUSION 211 DATA APPENDIX 214 REFERENCES 215
AUTHOR INDEX 225 SUBJECT INDEX 228
|
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:02:36Z |
| institution | BVB |
| isbn | 0198774540 0198774532 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007373403 |
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| physical | XII, 230 S. graph. Darst. |
| publishDate | 1996 |
| publishDateSearch | 1996 |
| publishDateSort | 1996 |
| publisher | Oxford Univ. Press |
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| series2 | Advanced texts in econometrics |
| spelling | Franses, Philip Hans 1963- Verfasser (DE-588)129435503 aut Periodicity and stochastic trends in economic time series Philip Hans Franses Oxford [u.a.] Oxford Univ. Press 1996 XII, 230 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Advanced texts in econometrics Econometrics Time-series analysis Stochastic analysis Cycles Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007373403&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Franses, Philip Hans 1963- Periodicity and stochastic trends in economic time series Econometrics Time-series analysis Stochastic analysis Cycles Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4067486-1 |
| title | Periodicity and stochastic trends in economic time series |
| title_auth | Periodicity and stochastic trends in economic time series |
| title_exact_search | Periodicity and stochastic trends in economic time series |
| title_full | Periodicity and stochastic trends in economic time series Philip Hans Franses |
| title_fullStr | Periodicity and stochastic trends in economic time series Philip Hans Franses |
| title_full_unstemmed | Periodicity and stochastic trends in economic time series Philip Hans Franses |
| title_short | Periodicity and stochastic trends in economic time series |
| title_sort | periodicity and stochastic trends in economic time series |
| topic | Econometrics Time-series analysis Stochastic analysis Cycles Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Econometrics Time-series analysis Stochastic analysis Cycles Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007373403&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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