عنوان

Time Series and Econometric Modelling :

(Number (ISBN

9400947909

(Number (ISBN

9401086249

(Number (ISBN

9789400947900

(Number (ISBN

9789401086240

Number

b593406

Title Proper

Time Series and Econometric Modelling :

General Material Designation

[Book]

Other Title Information

Advances in the Statistical Sciences: Festschrift in Honor of Professor V.M. Joshi's 70th Birthday, Volume III

First Statement of Responsibility

edited by Ian B. MacNeill, Gary J. Umphrey, Richard A. L. Carter, A. Ian McLeod, Aman Ullah.

Place of Publication, Distribution, etc.

Dordrecht

Name of Publisher, Distributor, etc.

Springer Netherlands

Date of Publication, Distribution, etc.

1987

Specific Material Designation and Extent of Item

(XX, 396 p. :)

Series Title

The University of Western Ontario Series in Philosophy of Science, A Series of Books in Philosophy of Science, Methodology, Epistemology, Logic, History of Science and Related Fields, 36.

Text of Note

Approximation of Linear Systems --; Some Reflections on the Modelling of Time Series --; Model Selection and Forecasting: A Semi-Automatic Approach --; Smoothness in Regression: Asymptotic Considerations --; A Fast Graphical Goodness of Fit Test for Time Series Models --; Outliers in Time Series --; Predicting Demands in a Multi-Item Environment --; On the Efficiency of a Strongly Consistent Estimator in ARMA Models --; Recent Results for Time Series in M Dimensions --; Time Series Valued Experimental Designs: One-Way Analysis of Variance with Autocorrelated Errors --; Monthly versus Annual Revisions of Concurrent Seasonally Adjusted Series --; A Walsh-Fourier Approach to the Analysis of Binary Time Series --; Excitation of Geophysical Systems with Fractal Flicker Noise --; On Some ECF Procedures for Testing Independence --; Are Economic Variables Really Integrated of Order One? --; Fractional Matrix Calculus and the Distribution of Multivariate Tests --; On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions --; Nonparametric Inference In Econometrics: New Applications --; Confidence Intervals for Ridge Regression Parameters --; Asymptotic Properties of Single Equation Errors in Variables Estimators in Rational Expectations Models --; Linear Wald Methods for Inference on Covariances and Weak Exogeneity Tests in Structural Equations --; The Finite Sample Moments of OLS in Dynamic Models When Disturbances are Small --; The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction --; Bootstrapping and Forecast Uncertainty: A Monte Carlo Analysis --; Use of the Mean Squared Errors of Forecasts in Testing for Structural Shift: A Comparison with the Chow Test for an Undersized Case.

Text of Note

On May 27-31, 1985, a series of symposia was held at The University of Western Ontario, London, Canada, to celebrate the 70th birthday of Pro­ fessor V. M. Joshi. These symposia were chosen to reflect Professor Joshi's research interests as well as areas of expertise in statistical science among faculty in the Departments of Statistical and Actuarial Sciences, Economics, Epidemiology and Biostatistics, and Philosophy. From these symposia, the six volumes which comprise the "Joshi Festschrift" have arisen. The 117 articles in this work reflect the broad interests and high quality of research of those who attended our conference. We would like to thank all of the contributors for their superb cooperation in helping us to complete this project. Our deepest gratitude must go to the three people who have spent so much of their time in the past year typing these volumes: Jackie Bell, Lise Constant, and Sandy Tarnowski. This work has been printed from "camera ready" copy produced by our Vax 785 computer and QMS Lasergraphix printers, using the text processing software TEX. At the initiation of this project, we were neophytes in the use of this system. Thank you, Jackie, Lise, and Sandy, for having the persistence and dedication needed to complete this undertaking.

Applied mathematics.

Engineering mathematics.

Mathematics.

edited by Ian B. MacNeill, Gary J. Umphrey, Richard A. L. Carter, A. Ian McLeod, Aman Ullah.

A Ian McLeod

Aman Ullah

Gary J Umphrey

Ian B MacNeill

Richard A L Carter

Electronic name

[Book]

Y