Analysis Of Economic Time Series

Analysis of Economic Time Series PDF
Author: Marc Nerlove
Publisher: Academic Press
ISBN: 1483218880
Size: 59.71 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 488
View: 4516

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Analysis Of Economic Time Series

by Marc Nerlove, Analysis Of Economic Time Series Books available in PDF, EPUB, Mobi Format. Download Analysis Of Economic Time Series books, Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.


Econometric Analysis Of Financial And Economic Time Series

Econometric Analysis of Financial and Economic Time Series PDF
Author: Thomas B. Fomby
Publisher: Emerald Group Publishing
ISBN: 0762312742
Size: 76.49 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 408
View: 5890

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Econometric Analysis Of Financial And Economic Time Series

by Thomas B. Fomby, Econometric Analysis Of Financial And Economic Time Series Books available in PDF, EPUB, Mobi Format. Download Econometric Analysis Of Financial And Economic Time Series books, Talks about the time varying betas of the capital asset pricing model, analysis of predictive densities of nonlinear models of stock returns, modelling multivariate dynamic correlations, flexible seasonal time series models, estimation of long-memory time series models, application of the technique of boosting in volatility forecasting, and more.


Linear Regression Analysis Of Economic Time Series

Linear Regression Analysis of Economic Time Series PDF
Author: Tjalling Charles Koopmans
Publisher:
ISBN:
Size: 15.77 MB
Format: PDF, ePub, Mobi
Category : Economics, Mathematical
Languages : en
Pages : 150
View: 3111

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Linear Regression Analysis Of Economic Time Series

by Tjalling Charles Koopmans, Linear Regression Analysis Of Economic Time Series Books available in PDF, EPUB, Mobi Format. Download Linear Regression Analysis Of Economic Time Series books, In an effort to save a herd of wild mustangs from horse killers, eighteen-year-old Sandra attempts to lead them several hundred miles across desert and mountains to safety on federal lands.


Time Series Analysis And Macroeconometric Modelling

Time Series Analysis and Macroeconometric Modelling PDF
Author: Kenneth Frank Wallis
Publisher: Edward Elgar Publishing
ISBN: 9781782541622
Size: 40.80 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 426
View: 1257

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Time Series Analysis And Macroeconometric Modelling

by Kenneth Frank Wallis, Time Series Analysis And Macroeconometric Modelling Books available in PDF, EPUB, Mobi Format. Download Time Series Analysis And Macroeconometric Modelling books, 'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.


Business Conditions Digest

Business Conditions Digest PDF
Author: United States. Bureau of Economic Analysis
Publisher:
ISBN:
Size: 44.27 MB
Format: PDF, ePub
Category : United States
Languages : en
Pages :
View: 4499

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Business Conditions Digest

by United States. Bureau of Economic Analysis, Business Conditions Digest Books available in PDF, EPUB, Mobi Format. Download Business Conditions Digest books, Vols. for Nov. 1968- include an advance release of the expanded summary table (table 1).


Notes On Economic Time Series Analysis System Theoretic Perspectives

Notes on Economic Time Series Analysis  System Theoretic Perspectives PDF
Author: Masanao Aoki
Publisher: Springer
ISBN: 9783540126966
Size: 60.12 MB
Format: PDF, Kindle
Category : Mathematics
Languages : en
Pages : 249
View: 7518

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Notes On Economic Time Series Analysis System Theoretic Perspectives

by Masanao Aoki, Notes On Economic Time Series Analysis System Theoretic Perspectives Books available in PDF, EPUB, Mobi Format. Download Notes On Economic Time Series Analysis System Theoretic Perspectives books, In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of what I deem to be important but not readily available, or accessible to economists. For this reason I have excluded from the notes many results on various estimation methods or their statistical properties because they are amply discussed in many standard texts on time series or on statistics.


Time Series Representations Of Economic Variables And Alternative Models Of The Labor Market

Time Series Representations of Economic Variables and Alternative Models of the Labor Market PDF
Author: Orley Ashenfelter
Publisher:
ISBN:
Size: 77.94 MB
Format: PDF, Kindle
Category : Labor supply
Languages : en
Pages : 74
View: 6499

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Time Series Representations Of Economic Variables And Alternative Models Of The Labor Market

by Orley Ashenfelter, Time Series Representations Of Economic Variables And Alternative Models Of The Labor Market Books available in PDF, EPUB, Mobi Format. Download Time Series Representations Of Economic Variables And Alternative Models Of The Labor Market books,