Economic time series : modeling and seasonality /
Periodic Modeling of Economic Time SeriesA Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. EmploymentSiem Jan Koopman, Marius Ooms, and Irma HindrayantoSeasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and TestingThomas M. Trimbur and William R...
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| Corporate Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton, FL :
CRC Press,
2012.
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| Edition: | 1. |
| Series: | Online access with subscription: Proquest Ebook Central.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Periodic Modeling of Economic Time SeriesA Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. EmploymentSiem Jan Koopman, Marius Ooms, and Irma HindrayantoSeasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and TestingThomas M. Trimbur and William R. BellChoosing Seasonal Autocovariance Structures: PARMA or SARMA?Robert LundEstimating Time Series Components with Misspecified ModelsSpecification and Misspecification of Unobserved Components ModelsDavide Delle Monache and Andrew HarveyThe Error in Business Cycle Estimates Obtained From Seasonally Adjusted DataTucker S. McElroy and Scott H. HolanFrequency Domain Analysis of Seasonal Adjustment Filters Applied To Periodic Labor Force Survey SeriesRichard B. TillerQuantifying Error in X-11 Seasonal AdjustmentsComparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal AdjustmentsWilliam R. Bell, Yea-Jane Chu, and George C. TiaoEstimating Variance in X-11 Seasonal AdjustmentStuart Scott, Danny Pfeffermann, and Michail SverchkovPractical Problems in Seasonal AdjustmentAsymmetric Filters for Trend-Cycle EstimationEstela Bee Dagum and Alessandra LuatiRestoring Accounting Constraints in Time Series: Methods and Software for a Statistical AgencyBenoit Quenneville and Susie FortierTheoretical and Real Trading-Day FrequenciesDominique LadirayApplying and Interpreting Model-Based Seasonal Adjustment: The Euro-Area Industrial Production SeriesAgustín Maravall and Domingo PérezOutlier Detection and Modeling Time Series with Extreme ValuesAdditive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information CriterionPedro Galeano and Daniel PeñaOutliers in GARCH ProcessesLuiz K. Hotta and Ruey S. Tsay Constructing a Credit Default Swap Index and Detecting the Impact of the Financial CrisisYoko Tanokura, Hiroshi Tsuda. SeishoSato, and Genshiro KitagawaAlternative Models for Seasonal and Other Time Series ComponentsNormally Distributed Seasonal Unit Root Tests David A. DickeyBayesian Seasonal Adjustment of Long-Memory Time SeriesScott H. Holan and Tucker S. McElroyBayesian Stochastic Model Specification Search for Seasonal and Calendar EffectsTommaso Proietti and Stefano GrassiModeling and Estimation for Nonseasonal Economic Time SeriesNonparametric Estimation of the Innovation Variance and Judging the Fit of ARMA ModelsPriya Kohli and Mohsen Pourahmadi Functional Model Selection for Sparse Binary Time Series with Multiple InputsCatherine Y. Tu, Dong Song, F. Jay Breidt, Theodore W. Berger, and Haonan WangModels for High Lead Time PredictionGranville Tunnicliffe-Wilson and John Haywood. |
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| Item Description: | ProQuest Ebook Central Purchased. |
| Physical Description: | 1 online resource (xvii, 524 pages) : illustrations |
| Bibliography: | Includes bibliographical references. |
| ISBN: | 143984657X 9781439846575 1439846588 9781439846582 |