SmartSellTM - The New Way to Sell Online

Turn your Clutter Into Cash with SmartSell.TM Book a Courier Pickup Today!

Time Series and Dynamic Models
By

Rating

Product Description
Product Details

Table of Contents

Preface; 1. Introduction; Part I. Traditional Methods: 2. Linear regression for seasonal adjustment; 3. Moving averages for seasonal adjustment; 4. Exponential smoothing methods; Part II. Probabilistic and Statistical Properties of Stationary Processes: 5. Some results on the univariate processes; 6. The Box and Jenkins method for forecasting; 7. Multivariate time series; 8. Time-series representations; 9. Estimation and testing (stationary case); Part III. Time-series Econometrics: Stationary and Nonstationary Models: 10. Causality, exogeneity, and shocks; 11. Trend components; 12. Expectations; 13. Specification analysis; 14. Statistical properties of nonstationary processes; Part IV. State-space Models: 15. State-space models and the Kalman filter; 16. Applications of the state-space model; References; Tables; Index.

Promotional Information

An up-to-date and comprehensive analysis of traditional and modern time series econometrics.

Reviews

'This is a well done introduction to both classical and modern time series models and techniques. Throughout, the authors have managed to keep a sound balance between mathematical rigor (which is always present, but never emphasized or celebrated for its own sake) and user-friendliness of presentation. I found this mixture very easy to digest. Another strong point of the book is its technical competence. In almost every line, one feels that two of the most brilliant present-day theoretical econometricians are at work. Review in Statistical Papers
"If I wanted to give a good overview of the field to students who already had a course on ARIMA models and some state-space theory, then I would use Time Series and Dynamic Models." Kent D. Wall, JASA
"This book is well organized and provides many insights into time series and dynamic models....this book should be a useful resource not only for the econometrician but also for the person with no background in econometrics who is interested in the general theory of time series." Errol Caby, Technometrics
"In my opinion, it is the best general text on time series analysis available. It is a masterpiece. Organization is impeccable. Results flow seamlessly from one to the next. The writing, for the most part, is very accessible. It nicely balances mathematical formality with a hands-on, tone that tells you what is "really going on." riskbook.com

Ask a Question About this Product More...
Write your question below:
Look for similar items by category
Home » Books » Science » Mathematics » General
Home » Books » Business » Economics » Theory
People also searched for
How Fishpond Works
Fishpond works with suppliers all over the world to bring you a huge selection of products, really great prices, and delivery included on over 25 million products that we sell. We do our best every day to make Fishpond an awesome place for customers to shop and get what they want — all at the best prices online.
Webmasters, Bloggers & Website Owners
You can earn a 5% commission by selling Time Series and Dynamic Models (Themes in Modern Econometrics) on your website. It's easy to get started - we will give you example code. After you're set-up, your website can earn you money while you work, play or even sleep! You should start right now!
Authors / Publishers
Are you the Author or Publisher of a book? Or the manufacturer of one of the millions of products that we sell. You can improve sales and grow your revenue by submitting additional information on this title. The better the information we have about a product, the more we will sell!
Item ships from and is sold by Fishpond World Ltd.
Back to top