Download PDF BookEconomic Time Series Modeling and Seasonality

Get Economic Time Series Modeling and Seasonality

Get Economic Time Series Modeling and Seasonality

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Book Details :
Published on: 2012-03-19
Released on: 2012-03-19
Original language:

Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies.For easier perusal and absorption, the contents have been grouped into seven topical sections:Section I deals with periodic modeling of time series, introducing, applying, and comparing various seasonally periodic modelsSection II examines the estimation of time series components when models for series are misspecified in some sense, and the broader implications this has for seasonal adjustment and business cycle estimationSection III examines the quantification of error in X-11 seasonal adjustments, with comparisons to error in model-based seasonal adjustmentsSection IV discusses some practical problems that arise in seasonal adjustment: developing asymmetric trend-cycle filters, dealing with both temporal and contemporaneous benchmark constraints, detecting trading-day effects in monthly and quarterly time series, and using diagnostics in conjunction with model-based seasonal adjustmentSection V explores outlier detection and the modeling of time series containing extreme values, developing new procedures and extending previous workSection VI examines some alternative models and inference procedures for analysis of seasonal economic time seriesSection VII deals with aspects of modeling, estimation, and forecasting for nonseasonal economic time seriesBy presenting new methodological developments as well as pertinent empirical analyses and reviews of established methods, the book provides much that is stimulating and practically useful for the serious researcher and analyst of economic time series. Economic Time Series: Modeling and Seasonality DeepDyve Economic Time Series: Modeling and Seasonality Hall Alastair R. Economic Time Series: Modeling and Seasonality W. R. Bell S. H. Holan and T. S. McElroy ( eds). CRCnetBASE - Economic Time Series Alternative Models for Seasonal and Other Time Series Components ... Modeling and Estimation for Nonseasonal Economic Time Series Abstract - Download PDF ... Economic Time Series: Modeling and Seasonality - CRC Press Economic Time Series: Modeling and Seasonality ... analysis of economic time series as pertains to modeling and ... Economic Time Series: Modeling and ... Economic Time Series Modeling and Seasonality 432 Economic Time Series: Modeling and Seasonality Dijk (2000) Busetti and Harvey ... ( + +! " + . Economic Time Series: Modeling and Seasonality = ... 6.4.4.3. Seasonality - NIST Seasonality is quite common in economic time series. It is less common in engineering and scientific data. ... We defer modeling of seasonality until later sections. Economic time series : modeling and seasonality (eBook ... Economic time series : modeling and ... Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling ... Economic Time Series: Modeling and Seasonality book by ... Economic Time Series: Modeling and ... Economic Time Series: Modeling and Seasonality has 1 ... analysis of economic time series as pertains to modeling and ... Economic Time Series: Modeling and Seasonality 0th Edition ... Economic Time Series: Modeling and Seasonality ... Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series ... Economic Time Series: Modeling and Seasonality - Hall ... Economic Time Series: Modeling and Seasonality. ... Hall A. R. (2013) Economic Time Series: Modeling and Seasonality. Journal of Time Series Analysis 34: ... Economic time series : modeling and seasonality (Book ... Economic time series : modeling and seasonality. ... modeling and seasonal adjustments of economic time series data by ... Economic time series : modeling and ...
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