Distinguishing Stochastic from Deterministic Seasonality in Time Series Analysis
Author: Wing-kuen Tam
Publisher:
Published: 1996
Total Pages: 296
ISBN-13:
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The Econometric Analysis of Seasonal Time Series
Author: Eric Ghysels
Publisher: Cambridge University Press
Published: 2001-06-18
Total Pages: 258
ISBN-13: 9780521565882
DOWNLOAD EBOOKEric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
Forecasting: principles and practice
Author: Rob J Hyndman
Publisher: OTexts
Published: 2018-05-08
Total Pages: 380
ISBN-13: 0987507117
DOWNLOAD EBOOKForecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Time Series Econometrics
Author: John D. Levendis
Publisher: Springer
Published: 2019-01-31
Total Pages: 409
ISBN-13: 3319982826
DOWNLOAD EBOOKIn this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.
American Doctoral Dissertations
Author:
Publisher:
Published: 1995
Total Pages: 896
ISBN-13:
DOWNLOAD EBOOKForecasting for Economics and Business
Author: Gloria González-Rivera
Publisher: Routledge
Published: 2016-12-05
Total Pages: 749
ISBN-13: 1315510391
DOWNLOAD EBOOKFor junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics. A student-friendly approach to understanding forecasting. Knowledge of forecasting methods is among the most demanded qualifications for professional economists, and business people working in either the private or public sectors of the economy. The general aim of this textbook is to carefully develop sophisticated professionals, who are able to critically analyze time series data and forecasting reports because they have experienced the merits and shortcomings of forecasting practice.
Econometric Methods with Applications in Business and Economics
Author: Christiaan Heij
Publisher: OUP Oxford
Published: 2004-03-25
Total Pages: 1132
ISBN-13: 0191608408
DOWNLOAD EBOOKNowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). · Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. · Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. · Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. · Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.
A Changing World
Author: Felix Kienast
Publisher: Springer Science & Business Media
Published: 2007-03-16
Total Pages: 297
ISBN-13: 1402044364
DOWNLOAD EBOOKModern landscape research uses a panoply of techniques to further our understanding of our changing world, including mathematics, statistics and advanced simulation techniques to combine empirical observations with known theories. This book identifies emerging fields and new challenges that are discussed within the framework of the ‘driving forces’ of Landscape Development. the book addresses all of the ‘hot topics’ in this important area of study and emphasizes major contemporary trends in these fields.
International Financial Markets
Author: Julien Chevallier
Publisher: Routledge
Published: 2019-06-28
Total Pages: 426
ISBN-13: 1351669206
DOWNLOAD EBOOKThis book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Applied Data Analysis and Modeling for Energy Engineers and Scientists
Author: T. Agami Reddy
Publisher: Springer Science & Business Media
Published: 2011-08-09
Total Pages: 446
ISBN-13: 1441996133
DOWNLOAD EBOOKApplied Data Analysis and Modeling for Energy Engineers and Scientists fills an identified gap in engineering and science education and practice for both students and practitioners. It demonstrates how to apply concepts and methods learned in disparate courses such as mathematical modeling, probability,statistics, experimental design, regression, model building, optimization, risk analysis and decision-making to actual engineering processes and systems. The text provides a formal structure that offers a basic, broad and unified perspective,while imparting the knowledge, skills and confidence to work in data analysis and modeling. This volume uses numerous solved examples, published case studies from the author’s own research, and well-conceived problems in order to enhance comprehension levels among readers and their understanding of the “processes”along with the tools.
