Readings in unobserved components models:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford University Press
2005
|
| Schriftenreihe: | Advanced texts in econometrics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references and indexes PART ONE: SIGNAL EXTRACTION AND LIKELIHOOD INFERENCE FOR LINEAR UC MODELS -- - Prediction theory for autoregressive-moving average processes - Peter Burridge - Kenneth F. Wallis -- - Exact initial Kalman filtering and smoothing for nonstationary time series models - Siem Jan Koopman -- - Smoothing and interpolation with the state-space model - Piet De Jong -- - Diagnostic checking of unobserved-components time series models - Andrew C. Harvey - Siem Jan Koopman -- - Nonparametric spline regression with autoregressive moving average errors - Robert Kohn ... [et al.] -- - PART TWO: UNOBSERVED COMPONENTS IN ECONOMIC TIME SERIES -- - Univariate detrending methods with stochastic trends - Mark W. Watson -- - Detrending, stylized facts and the business cycle - A.C. Harvey - A. Jaeger -- - Stochastic linear trends: models and estimators - Augustín Maravall -- - Estimation and seasonal adjustment of population means using data from repeated surveys Danny Pfeffermann -- - The modeling and seasonal adjustment of weekly observations - Andrew Harvey ... [et al.] -- - PART THREE: TESTING IN UNOBSERVED COMPONENTS MODELS -- - Testing for deterministic linear trend in time series - Jukka Nyblom -- - Are seasonal patterns constant over time? A test for seasonal stability - Fabio Canova - Bruce E. Hansen -- - PART FOUR: NON-LINEAR AND NON-GAUSSIAN MODELS -- - Time series models for count or qualitative observations - A.C. Harvey - C. Fernandes -- - On Gibbs sampling for state space models - C.K. Carter - R. Kohn -- - The simulation smoother for time series models - Piet De Jong - Neil Shephard -- - Likelihood analysis of non-Gaussian measurement time series - Neil Shephard - Michael K. Pitt -- - Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - J. Durbin - S.J. Koopman -- - On sequential Monte Carlo sampling methods for Bayesian filtering. Arnaud Doucet ... [et al.] |
| Beschreibung: | 1 Online-Ressource (xv, 458 p.) |
| ISBN: | 9781429469463 1429469463 |
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| 490 | 0 | |a Advanced texts in econometrics | |
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| 500 | |a Danny Pfeffermann -- - The modeling and seasonal adjustment of weekly observations - Andrew Harvey ... [et al.] -- - PART THREE: TESTING IN UNOBSERVED COMPONENTS MODELS -- - Testing for deterministic linear trend in time series - Jukka Nyblom -- - Are seasonal patterns constant over time? A test for seasonal stability - Fabio Canova - Bruce E. Hansen -- - PART FOUR: NON-LINEAR AND NON-GAUSSIAN MODELS -- - Time series models for count or qualitative observations - A.C. Harvey - C. Fernandes -- - On Gibbs sampling for state space models - C.K. Carter - R. Kohn -- - The simulation smoother for time series models - Piet De Jong - Neil Shephard -- - Likelihood analysis of non-Gaussian measurement time series - Neil Shephard - Michael K. Pitt -- - Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - J. Durbin - S.J. Koopman -- - On sequential Monte Carlo sampling methods for Bayesian filtering. Arnaud Doucet ... [et al.] | ||
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Datensatz im Suchindex
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| any_adam_object | |
| author_GND | (DE-588)121875032 (DE-588)122545966 |
| building | Verbundindex |
| bvnumber | BV042963430 |
| classification_rvk | QH 300 |
| collection | ZDB-4-EBU |
| ctrlnum | (OCoLC)133090039 (DE-599)BVBBV042963430 |
| dewey-full | 330/.01/51955 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/51955 |
| dewey-search | 330/.01/51955 |
| dewey-sort | 3330 11 551955 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042963430 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:53Z |
| institution | BVB |
| isbn | 9781429469463 1429469463 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028389298 |
| oclc_num | 133090039 |
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| publishDate | 2005 |
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| publisher | Oxford University Press |
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| series2 | Advanced texts in econometrics |
| spelling | Readings in unobserved components models edited by Andrew C. Harvey and Tommaso Proietti Oxford Oxford University Press 2005 1 Online-Ressource (xv, 458 p.) txt rdacontent c rdamedia cr rdacarrier Advanced texts in econometrics Includes bibliographical references and indexes PART ONE: SIGNAL EXTRACTION AND LIKELIHOOD INFERENCE FOR LINEAR UC MODELS -- - Prediction theory for autoregressive-moving average processes - Peter Burridge - Kenneth F. Wallis -- - Exact initial Kalman filtering and smoothing for nonstationary time series models - Siem Jan Koopman -- - Smoothing and interpolation with the state-space model - Piet De Jong -- - Diagnostic checking of unobserved-components time series models - Andrew C. Harvey - Siem Jan Koopman -- - Nonparametric spline regression with autoregressive moving average errors - Robert Kohn ... [et al.] -- - PART TWO: UNOBSERVED COMPONENTS IN ECONOMIC TIME SERIES -- - Univariate detrending methods with stochastic trends - Mark W. Watson -- - Detrending, stylized facts and the business cycle - A.C. Harvey - A. Jaeger -- - Stochastic linear trends: models and estimators - Augustín Maravall -- - Estimation and seasonal adjustment of population means using data from repeated surveys Danny Pfeffermann -- - The modeling and seasonal adjustment of weekly observations - Andrew Harvey ... [et al.] -- - PART THREE: TESTING IN UNOBSERVED COMPONENTS MODELS -- - Testing for deterministic linear trend in time series - Jukka Nyblom -- - Are seasonal patterns constant over time? A test for seasonal stability - Fabio Canova - Bruce E. Hansen -- - PART FOUR: NON-LINEAR AND NON-GAUSSIAN MODELS -- - Time series models for count or qualitative observations - A.C. Harvey - C. Fernandes -- - On Gibbs sampling for state space models - C.K. Carter - R. Kohn -- - The simulation smoother for time series models - Piet De Jong - Neil Shephard -- - Likelihood analysis of non-Gaussian measurement time series - Neil Shephard - Michael K. Pitt -- - Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives - J. Durbin - S.J. Koopman -- - On sequential Monte Carlo sampling methods for Bayesian filtering. Arnaud Doucet ... [et al.] Modèles économétriques BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometrische modellen gtt Econometric models fast Statistik Wirtschaft Ökonometrisches Modell Econometric models Wirtschaftsmodell (DE-588)4079348-5 gnd rswk-swf Latente Variable (DE-588)4166860-1 gnd rswk-swf Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Latente Variable (DE-588)4166860-1 s Wirtschaftsmodell (DE-588)4079348-5 s DE-604 Ökonometrisches Modell (DE-588)4043212-9 s Harvey, Andrew C. 1947- Sonstige (DE-588)121875032 oth Proietti, Tommaso 1964- Sonstige (DE-588)122545966 oth Erscheint auch als Druck-Ausgabe, Paperback 978-0-19-927869-5 Erscheint auch als Druck-Ausgabe, Paperback 0-19-927869-5 Erscheint auch als Druck-Ausgabe, Hardcover 978-0-19-927865-7 Erscheint auch als Druck-Ausgabe, Hardcover 0-19-927865-2 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=191292 Aggregator Volltext |
| spellingShingle | Readings in unobserved components models Modèles économétriques BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometrische modellen gtt Econometric models fast Statistik Wirtschaft Ökonometrisches Modell Econometric models Wirtschaftsmodell (DE-588)4079348-5 gnd Latente Variable (DE-588)4166860-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| subject_GND | (DE-588)4079348-5 (DE-588)4166860-1 (DE-588)4043212-9 (DE-588)4143413-4 |
| title | Readings in unobserved components models |
| title_auth | Readings in unobserved components models |
| title_exact_search | Readings in unobserved components models |
| title_full | Readings in unobserved components models edited by Andrew C. Harvey and Tommaso Proietti |
| title_fullStr | Readings in unobserved components models edited by Andrew C. Harvey and Tommaso Proietti |
| title_full_unstemmed | Readings in unobserved components models edited by Andrew C. Harvey and Tommaso Proietti |
| title_short | Readings in unobserved components models |
| title_sort | readings in unobserved components models |
| topic | Modèles économétriques BUSINESS & ECONOMICS / Econometrics bisacsh BUSINESS & ECONOMICS / Statistics bisacsh Econometrische modellen gtt Econometric models fast Statistik Wirtschaft Ökonometrisches Modell Econometric models Wirtschaftsmodell (DE-588)4079348-5 gnd Latente Variable (DE-588)4166860-1 gnd Ökonometrisches Modell (DE-588)4043212-9 gnd |
| topic_facet | Modèles économétriques BUSINESS & ECONOMICS / Econometrics BUSINESS & ECONOMICS / Statistics Econometrische modellen Econometric models Statistik Wirtschaft Ökonometrisches Modell Wirtschaftsmodell Latente Variable Aufsatzsammlung |
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