Автор: Becketti Название: Introduction to Time Series Using Stata ISBN: 1597181323 ISBN-13(EAN): 9781597181327 Издательство: Taylor&Francis Рейтинг: Цена: 7732 р. Наличие на складе: Невозможна поставка.
Описание: Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.
Автор: Terasvirta Clive W J Название: Modelling Nonlinear Economic Time Series ISBN: 0199587159 ISBN-13(EAN): 9780199587155 Издательство: Oxford Academ Рейтинг: Цена: 4579 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume is a comprehensive assessment of many recent developments in the modelling of time series. The focus is on introducing various nonlinear models and discussing their practical use, and encouraging the reader to apply nonlinear models to their practical modelling problems.
Автор: Robert J Barro Название: Economic Growth ISBN: 0262025531 ISBN-13(EAN): 9780262025539 Издательство: Wiley Рейтинг: Цена: 9405 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The long-awaited second edition of an important textbook on economic growth--a major revision incorporating the most recent work on the subject.
Описание: This text on economic forecasting asks why some practices seem to work empirically despite a lack of formal support from theory. After reviewing the conventional approach to forecasting, it looks at the implications for causal modelling, presents forecast errors and delineates sources of failure.
In economics, the emergence of New Growth Theory in recent decades has directed attention to an old and important problem: what are the forces of economic growth and how can public policy enhance them? This book examines major forces of growth--including spillover effects and externalities, education and formation of human capital, knowledge creation through deliberate research efforts, and public infrastructure investment. Unique in emphasizing the importance of different forces for particular stages of development, it offers wide-ranging policy implications in the process.
The authors critically examine recently developed endogenous growth models, study the dynamic implications of modified models, and test the models empirically with modern time series methods that avoid the perils of heterogeneity in cross-country studies. Their empirical analyses, undertaken with newly constructed time series data for the United States and some core countries of the Euro zone, show that models containing scale effects, such as the R&D model and the human capital model, are compatible with time series evidence only after considerable modifications and nonlinearities are introduced. They also explore the relationship between growth and inequality, with particular focus on technological change and income disparity. The Forces of Economic Growth represents a comprehensive and up-to-date empirical time series perspective on the New Growth Theory.
Описание: This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models.
Автор: Lucas, Andre;Franses, Philip H.;Dijk, Dick Van Название: Outlier Robust Analysis of Economic Time Series ISBN: 0199247013 ISBN-13(EAN): 9780199247011 Издательство: Oxford Academ Цена: 4996 р. Наличие на складе: Поставка под заказ.
Описание: This publication explains how statistical techniques, usually applied to cross-sectional data, can be applied to time series in order to avoid the use of inappropriate models. It aims to prove useful when analysing atypical observations in economic and financial time series.
Автор: Clements, Michael Hendry, David F. Название: Forecasting economic time series ISBN: 0521634806 ISBN-13(EAN): 9780521634809 Издательство: Cambridge Academ Рейтинг: Цена: 3954 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An extended formal analysis of economic forecasting co-authored by one of the world s leading econometricians.
Автор: Granger Clive William John, Hatanaka Michio, Granger C. W. J. Название: Spectral Analysis of Economic Time Series. (Psme-1) ISBN: 069162478X ISBN-13(EAN): 9780691624785 Издательство: Wiley Рейтинг: Цена: 3449 р. Наличие на складе: Есть у поставщика Поставка под заказ.
The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data.
Originally published in 1964.
The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These paperback editions preserve the original texts of these important books while presenting them in durable paperback editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Автор: Kaiser Regina, Maravall Agustin Название: Measuring Business Cycles in Economic Time Series ISBN: 0387951121 ISBN-13(EAN): 9780387951126 Издательство: Springer Рейтинг: Цена: 9349 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The purpose of the manuscript is to outline and demonstrate problems with the use of the HP filter, and to propose an alternative strategy for inferring cyclical behavior from a time series that features seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series in question with forecasts and backcasts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented in the paper using artificial and actual data demonstrate the superiority of the alternative strategy.
Описание: With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.