عنوان
پدید آورنده
موضوع
رده
HB135 .G6813 1997
HB135
.
G6813
1997
کتابخانه
محل استقرار
0521411467
0521423082
9780521411462
9780521423083
b798547
Time series and dynamic models /
[Book]
Christian Gourieroux, Alain Monfort ; translated and edited by Giampiero M. Gallo.
New York :
Cambridge University Press,
1997.
xv, 668 pages :
illustrations ;
24 cm.
Themes in modern econometrics
Translation of the 2nd French edition, revised and updated.
Includes bibliographical references (pages 637-654) and index.
Ch. 1. Introduction -- Ch. 2. Linear Regression for Seasonal Adjustment -- Ch. 3. Moving Averages for Seasonal Adjustment -- Ch. 4. Exponential Smoothing Methods -- Ch. 5. Some Results on the Univariate Processes -- Ch. 6. The Box and Jenkins Method for Forecasting -- Ch. 7. Multivariate Time Series -- Ch. 8. Time-series Representations -- Ch. 9. Estimation and Testing (Stationary Case) -- Ch. 10. Causality, Exogeneity, and Shocks -- Ch. 11. Trend Components -- Ch. 12. Expectations -- Ch. 13. Specification Analysis -- Ch. 14. Statistical Properties of Nonstationary Processes -- Ch. 15. State-space Models and the Kalman Filter -- Ch. 16. Applications of the State-space Model.
0
Séries temporelles et modèles dynamiques.
English
Econometrics.
Economics, Mathematical.
Time-series analysis.
Dynamisches Modell
Econometrics.
Econometrics.
Economics, Mathematical.
Ökonometrie
Processus stables.
Séries chronologiques.
Tijdreeksen.
Time-series analysis-- Econometric models.
Time-series analysis.
Variations saisonnières (économie politique)
Zeitreihe
Zeitreihenanalyse
330
.
015195
21
HB135
.
G6813
1997
83
.
03
QH
237
SK
845
bcl
rvk
rvk
Gourieroux, Christian,1949-
Gallo, Giampiero M.
Monfort, Alain,1943-
20201207110554.0
مطالعه متن کتاب [Book]
Y
