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" Time series and dynamic models / "
Christian Gourieroux, Alain Monfort ; translated and edited by Giampiero M. Gallo.
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BL
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| Record Number
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1044177
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| Doc. No
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b798547
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| Uniform Title
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Séries temporelles et modèles dynamiques.English
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| Main Entry
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Gourieroux, Christian,1949-
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| Title & Author
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Time series and dynamic models /\ Christian Gourieroux, Alain Monfort ; translated and edited by Giampiero M. Gallo.
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| Publication Statement
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Cambridge ;New York :: Cambridge University Press,, 1997.
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| Series Statement
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Themes in modern econometrics
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| Page. NO
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xv, 668 pages :: illustrations ;; 24 cm.
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| ISBN
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0521411467
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: 0521423082
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: 9780521411462
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: 9780521423083
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| Notes
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Translation of the 2nd French edition, revised and updated.
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| Bibliographies/Indexes
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Includes bibliographical references (pages 637-654) and index.
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| Contents
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Ch. 1. Introduction -- Ch. 2. Linear Regression for Seasonal Adjustment -- Ch. 3. Moving Averages for Seasonal Adjustment -- Ch. 4. Exponential Smoothing Methods -- Ch. 5. Some Results on the Univariate Processes -- Ch. 6. The Box and Jenkins Method for Forecasting -- Ch. 7. Multivariate Time Series -- Ch. 8. Time-series Representations -- Ch. 9. Estimation and Testing (Stationary Case) -- Ch. 10. Causality, Exogeneity, and Shocks -- Ch. 11. Trend Components -- Ch. 12. Expectations -- Ch. 13. Specification Analysis -- Ch. 14. Statistical Properties of Nonstationary Processes -- Ch. 15. State-space Models and the Kalman Filter -- Ch. 16. Applications of the State-space Model.
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| Subject
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Econometrics.
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Economics, Mathematical.
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Time-series analysis.
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Dynamisches Modell
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Econometrics.
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Econometrics.
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Economics, Mathematical.
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Ökonometrie
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Processus stables.
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Séries chronologiques.
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Time-series analysis-- Econometric models.
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Time-series analysis.
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Variations saisonnières (économie politique)
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Zeitreihe
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Zeitreihenanalyse
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Tijdreeksen.
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| Dewey Classification
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330.015195
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| LC Classification
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HB135.G6813 1997
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| NLM classification
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83.03bcl
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QH 237rvk
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SK 845rvk
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| Added Entry
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Gallo, Giampiero M.
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Monfort, Alain,1943-
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