Biblioteca Especializada

Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments / William R. Bell

Público ISBD en Economic Time Series : Modeling and Seasonality / William R. Bell Título : Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments Tipo de documento: texto manuscrito Autores: William R. Bell, Autor ; Yea-Jane Chu, Autor ; George C. Tiao, Autor Número de páginas: pp. 161-184 en Economic Time Series : Modeling and Seasonality / William R. Bell Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments [texto manuscrito] / William R. Bell, Autor ; Yea-Jane Chu, Autor ; George C. Tiao, Autor . - [s.d.] . - pp. 161-184.

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Economic Time Series : Modeling and Seasonality / William R. Bell

Público ISBD Título : Economic Time Series : Modeling and Seasonality Tipo de documento: texto impreso Autores: William R. Bell, Censor ; Scott H. Holan, Censor ; Tucker S. McElroy, Censor Editorial: Boca Raton : CRC Press Fecha de publicación: 2012 Número de páginas: xvii, 535p Nota general: Incluye referencias bibliográficas e índice. ISBN 978-1-4398-4657-5 Clasificación: 519.55 Economic Time Series : Modeling and Seasonality [texto impreso] / William R. Bell, Censor ; Scott H. Holan, Censor ; Tucker S. McElroy, Censor . - Boca Raton : CRC Press, 2012 . - xvii, 535p. Incluye referencias bibliográficas e índice. ISBN 978-1-4398-4657-5 Clasificación: 519.55

Contenido :

• A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment / Siem Jan Koopman
• Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing / Thomas M. Trimbur
• Choosing Seasonal Autocovariance Structures : PARMA or SARMA? / Robert Lund
• Specification and Misspecification of Unobserved Components Models / Davide Delle Monache
• Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data / Tucker S. McElroy
• Frequency Domain Analysis of Seasonal Adjustment Filters Applied to Periodic Labor Force Survey Series / Richard B. Tiller
• Comparing Mean Squared Errors of X-12-ARIMA and Canonical ARIMA Model-Based Seasonal Adjustments / William R. Bell
• Estimating Variance in X-11 Seasonal Adjustment / Stuart Scott
• Asymmetric Filters for Trend-Cycle Estimation / Estela Bee Dagum
• Restoring Accounting Constraints in Time Series - Methods and Software for a Statistical Agency / Benoit Quenneville
• Theoretical and Real Trading-Day Frequencies / Dominique Ladiray
• Applying and Interpreting Model-Bases Seasonal Adjustment - The Euro-Area Industrial Production Series / Agustín Maravall
• Additive Outlier Detection in Seasonal ARIMA Models by a Modifies Bayesian Information Criterion / Pedro Galeano
• Outliers in GARCH Processes / Luis K. Hotta
• Constructing a Credit Default Swap Index and Detecting the Impact of the Financial Crisis / Yoko Tanokura
• Normally Distributed Seasonal Unit Root Tests / David A. Dickey
• Bayesian Seasonal Adjustment of Long Memory Time Series / Scott H. Holan
• Bayesian Stochastic Model Specification Search for Seasonal and Calendar Effects / Tommaso Proietti
• Nonparametric Estimation of the Innovation Variance and Judging the Fit of ARMA Models / P. Kohli
• Functional Model Selection for Sparse Binary Time Series with Multiple Inputs / Catherine Y. Tu

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Código de barras	Signatura	Tipo de medio	Ubicación	Sección	Estado
37393	519.55 BELe	Libro	Biblioteca Especializada	Colección general	Disponible

On RegComponent time series models and their applications / William R. Bell

Público ISBD en State Space and unobserved component models : Theory and Applications / Andrew C. Harvey Título : On RegComponent time series models and their applications Tipo de documento: texto manuscrito Autores: William R. Bell, Autor Número de páginas: pp. 248-283 en State Space and unobserved component models : Theory and Applications / Andrew C. Harvey On RegComponent time series models and their applications [texto manuscrito] / William R. Bell, Autor . - [s.d.] . - pp. 248-283.

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Sampling error modelling of poverty and income statistics for states / Mark C. Otto

Público ISBD en Proceedings of the Section on Government Statistics. Papers presented at the Annual Meeting of the America Statistical Association, Orlando, Florida.. / American Statistical Association Título : Sampling error modelling of poverty and income statistics for states Tipo de documento: texto manuscrito Autores: Mark C. Otto, Autor ; William R. Bell, Autor Número de páginas: pp. 160-165 en Proceedings of the Section on Government Statistics. Papers presented at the Annual Meeting of the America Statistical Association, Orlando, Florida.. / American Statistical Association Sampling error modelling of poverty and income statistics for states [texto manuscrito] / Mark C. Otto, Autor ; William R. Bell, Autor . - [s.d.] . - pp. 160-165.

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Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing / Thomas M. Trimbur

Público ISBD en Economic Time Series : Modeling and Seasonality / William R. Bell Título : Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing Tipo de documento: texto manuscrito Autores: Thomas M. Trimbur, Autor ; William R. Bell, Autor Número de páginas: pp. 37-62 en Economic Time Series : Modeling and Seasonality / William R. Bell Seasonal Heteroskedasticity in Time Series Data : Modeling, Estimation, and Testing [texto manuscrito] / Thomas M. Trimbur, Autor ; William R. Bell, Autor . - [s.d.] . - pp. 37-62.

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