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by André Lucas,Philip H. Franses,Dick van Dijk
Download Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics) fb2
Economics
  • Author:
    André Lucas,Philip H. Franses,Dick van Dijk
  • ISBN:
    0199247021
  • ISBN13:
    978-0199247028
  • Genre:
  • Publisher:
    Oxford University Press (July 14, 2011)
  • Pages:
    270 pages
  • Subcategory:
    Economics
  • Language:
  • FB2 format
    1276 kb
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    1273 kb
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    1173 kb
  • Rating:
    4.8
  • Votes:
    818
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It aims to prove useful when analysing atypical observations in economic and financial time series.

It aims to prove useful when analysing atypical observations in economic and financial time series.

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Описание: Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time . Описание: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series

Описание: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It attempts to bridge the gap between methods and realistic applications. This book contains the most important approaches to analyse time series which may be stationary or nonstationary.

Periodic Time Series Models PHILIP HANS FRANSES AND RICHARD PAAP. Oxpord university press. Preface This book deals with the analysis of economic time series with seasonality

Periodic Time Series Models PHILIP HANS FRANSES AND RICHARD PAAP. Preface This book deals with the analysis of economic time series with seasonality. There are many ways to model such series, where typically these models are to be used for out-of-sample forecasting. One class of models for seasonal series is the periodic time series model, and this class is the focus of the present book.

Andre Lucas, Philip Hans Frans. by Andre Lucas, Philip Hans Franses, Dick Van Dijk. Published March 30, 2008 by Oxford University Press. Outlier Robust Analysis of Economic Time Series (Advanced Texts in Eco. Are you sure you want to remove Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics) from your list? Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics).

Andre Lucas, Philip Hans Franses, Dick Van Dijk. This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series.

Early chapters of the book focus on the typical features of time series data in.Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics). Andre Lucas, Philip Hans Franses, Dick Van Dijk. This is a concise introduction to the literature on th. т 6160.

Early chapters of the book focus on the typical features of time series data in business and economics. Later chapters are concerned with the discussion of some important concepts in time series analysis, the techniques that can be readily applied in practice, different modeling methods and model structures, multivariate time, and the common aspects across time series. LibRing - система поиска книг в интернет-магазинах.

Other Advanced Texts in Econometrics. Outlier Robust Analysis of Economic Time Series By Andr´e Lucas, Philip Hans Franses, and Dick van Dijk. Time-Series-Based Econometrics: Unit Roots and Co-integrations By Michio Hatanaka. Asymptotic Theory for Integrated Processes By H. Peter Boswijk. Panel Data Econometrics By Manuel Arellano. Periodicity and Stochastic Trends in Economic Time Series By Philip Hans Franses. Workbook on Cointegration By Peter Reinhard Hansen and Søren Johansen. The Econometrics of Macroeconomic Modelling. Gunnar b˚ardsen øyvind eitrheim.

This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in order to avoid the use of inappropriate models. About the SeriesAdvanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.