Biblioteca Especializada

Bayesian Seasonal Adjustment of Long Memory Time Series / Scott H. Holan

Público ISBD en Economic Time Series : Modeling and Seasonality / William R. Bell Título : Bayesian Seasonal Adjustment of Long Memory Time Series Tipo de documento: texto manuscrito Autores: Scott H. Holan, Autor ; Tucker S. McElroy, Autor Número de páginas: pp. 403-430 en Economic Time Series : Modeling and Seasonality / William R. Bell Bayesian Seasonal Adjustment of Long Memory Time Series [texto manuscrito] / Scott H. Holan, Autor ; Tucker S. McElroy, Autor . - [s.d.] . - pp. 403-430.

Ejemplares(0)

Estado
ningún ejemplar

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

20 registros indicados sobre 21, ver los 1 autores

Reserva

Reservar este documento

Ejemplares(1)

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

Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data / Tucker S. McElroy

Público ISBD en Economic Time Series : Modeling and Seasonality / William R. Bell Título : Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data Tipo de documento: texto manuscrito Autores: Tucker S. McElroy, Autor ; Scott H. Holan, Autor Número de páginas: pp. 109-134 en Economic Time Series : Modeling and Seasonality / William R. Bell Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data [texto manuscrito] / Tucker S. McElroy, Autor ; Scott H. Holan, Autor . - [s.d.] . - pp. 109-134.

Ejemplares(0)

Estado
ningún ejemplar

---

1 (1 - 3 / 3) Par page : 25 50 100 200