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Time Series. 2 vols. A.ハーヴィー編 時系列 全2巻
・ISBN 978-1-85278-662-5 hard GB£ 392.00
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| 著者・編者 | Harvey, A. (ed.), |
|---|---|
| シリーズ | The International Library of Critical Writings in Econometrics |
| 出版社 | (E. Elgar, UK) |
| 出版年月 | 1994 |
| ページ数 | 960 pp. |
| 言語 | ENG |
| ニュース番号 | ＜408-131＞ |
解説
The last 20 years have witnessed a considerable increase in the use of time series techniques in econometrics. The articles in this important set have been chosen to illustrate the main themes in time series work as it relates to econometrics. The editor has written a new concise introduction to accompany the articles. Sections covered include: Ad Hoc Forecasting Procedures, ARIMA Modelling, Structural Time Series Models, Unit Roots, Detrending and Non-stationarity, Seasonality, Seasonal Adjustment and Calendar Effects, Dynamic Regression and Intervention Analysis, Multivariate Models, Causality, Exogeneity and Expectations, State Space Models and the Kalman Filter, Non-Linear and Non-Gaussian Models.