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" Measuring business cycles in economic time series / "
Regina Kaiser, Agustín Maravall.
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BL
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| Record Number
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655832
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dltt
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| Main Entry
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Kaiser, Regina.
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| Title & Author
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Measuring business cycles in economic time series /\ Regina Kaiser, Agustín Maravall.
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| Publication Statement
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New York :: Springer,, c2001.
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| Series Statement
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Lecture notes in statistics ;; 154
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| Page. NO
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viii, 190 p. :: ill. ;; 24 cm.
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| ISBN
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0387951121 (alk. paper)
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: 9780387951126 (alk. paper)
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Includes bibliographical references (p. [177]-183) and indexes.
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| Contents
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1. Introduction and Brief Summary -- 2. A Brief Review of Applied Time Series Analysis. 2.1. Some Basic Concepts. 2.2. Stochastic Processes and Stationarity. 2.3. Differencing. 2.4. Linear Stationary Process, Wold Representation, and Auto-correlation Function. 2.5. The Spectrum. 2.6. Linear Filters and Their Squared Gain -- 3. ARIMA Models and Signal Extraction. 3.1. ARIMA Models. 3.2. Modeling Strategy, Diagnostics and Inference. 3.2.1. Identification. 3.2.2. Estimation and Diagnostics. 3.2.3. Inference. 3.2.4. A Particular Class of Models. 3.3. Preadjustment. 3.4. Unobserved Components and Signal Extraction. 3.5. ARIMA-Model-Based Decomposition of a Time Series. 3.6. Short-Term and Long-Term Trends
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| Subject
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Business cycles.
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Time-series analysis.
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| LC Classification
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HB3711.K26 2001
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| Added Entry
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Maravall, Agustín.
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