Time Series and Econometric Modelling: Advances in the Statistical Sciences: Festschrift in Honor of Professor V.M. Joshi’s 70th Birthday, Volume III: The Western Ontario Series in Philosophy of Science, cartea 36
Editat de I.B. MacNeill, G. Umphreyen Limba Engleză Hardback – 31 dec 1986
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Specificații
ISBN-13: 9789027723956
ISBN-10: 9027723958
Pagini: 420
Ilustrații: XX, 396 p.
Dimensiuni: 155 x 235 x 28 mm
Greutate: 0.76 kg
Ediția:1987
Editura: SPRINGER NETHERLANDS
Colecția Springer
Seria The Western Ontario Series in Philosophy of Science
Locul publicării:Dordrecht, Netherlands
ISBN-10: 9027723958
Pagini: 420
Ilustrații: XX, 396 p.
Dimensiuni: 155 x 235 x 28 mm
Greutate: 0.76 kg
Ediția:1987
Editura: SPRINGER NETHERLANDS
Colecția Springer
Seria The Western Ontario Series in Philosophy of Science
Locul publicării:Dordrecht, Netherlands
Public țintă
ResearchCuprins
Approximation of Linear Systems.- Some Reflections on the Modelling of Time Series.- Model Selection and Forecasting: A Semi-Automatic Approach.- Smoothness in Regression: Asymptotic Considerations.- A Fast Graphical Goodness of Fit Test for Time Series Models.- Outliers in Time Series.- Predicting Demands in a Multi-Item Environment.- On the Efficiency of a Strongly Consistent Estimator in ARMA Models.- Recent Results for Time Series in M Dimensions.- Time Series Valued Experimental Designs: One-Way Analysis of Variance with Autocorrelated Errors.- Monthly versus Annual Revisions of Concurrent Seasonally Adjusted Series.- A Walsh-Fourier Approach to the Analysis of Binary Time Series.- Excitation of Geophysical Systems with Fractal Flicker Noise.- On Some ECF Procedures for Testing Independence.- Are Economic Variables Really Integrated of Order One?.- Fractional Matrix Calculus and the Distribution of Multivariate Tests.- On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions.- Nonparametric Inference In Econometrics: New Applications.- Confidence Intervals for Ridge Regression Parameters.- Asymptotic Properties of Single Equation Errors in Variables Estimators in Rational Expectations Models.- Linear Wald Methods for Inference on Covariances and Weak Exogeneity Tests in Structural Equations.- The Finite Sample Moments of OLS in Dynamic Models When Disturbances are Small.- The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction.- Bootstrapping and Forecast Uncertainty: A Monte Carlo Analysis.- Use of the Mean Squared Errors of Forecasts in Testing for Structural Shift: A Comparison with the Chow Test for an Undersized Case.