"8" Result
Sort By:
The burgeoning field of data analysis is expanding at an incredible pace due to the proliferation of data collection in almost every area of science. The enormous data sets now routinely encountered in the sciences provide an incentive to develop mathematical techniques and comp…
Montgomery, Jennings, and Kulahci examine methods for modeling and analyzing time series data with a view towards drawing inferences about the data and generating forecasts that will be useful to the decision maker.
Montgomery, Jennings, and Kulahci examine methods for modeling and analyzing time series data with a view towards drawing inferences about the data and generating forecasts that will be useful to the decision maker.
"This book provides a general framework for specifying, estimating, and testing time series econometric models"-- "Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays…
"In this book, Eric 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 distributio…
This monograph relates cointegration to economic theories and describes cointegrated regression as a revolution in econometric methods for macroeconomics. It provides a guide for the selection of appropriate inference methods to study macroeconomic relations.