Two Essays In Time Series Analysis
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| Author | : Food and Agriculture Organization of the United Nations |
| Publisher | : Food & Agriculture Org. |
| Total Pages | : 108 |
| Release | : 2001 |
| Genre | : Business & Economics |
| ISBN | : 9789251046296 |
Contents: Dirt poor: poverty, farmers and soil resource investment/ by Leslie Lipper; Methodological issues in analysing the linkages between socio-eocnomic and environmental systems/ by Dan Osgood and Leslie Lipper. Includes 1-page abstracts in French, Spanish and Arabic
| Author | : Library of Congress. Copyright Office |
| Publisher | : Copyright Office, Library of Congress |
| Total Pages | : 1914 |
| Release | : 1979 |
| Genre | : Copyright |
| ISBN | : |
| Author | : Yoosoon Chang |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 406 |
| Release | : 2023-04-24 |
| Genre | : Business & Economics |
| ISBN | : 1837532087 |
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
| Author | : T. Subba Rao |
| Publisher | : CRC Press |
| Total Pages | : 466 |
| Release | : 1993-07-01 |
| Genre | : Mathematics |
| ISBN | : 9780412492600 |
This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.
| Author | : Marc Nerlove |
| Publisher | : Academic Press |
| Total Pages | : 495 |
| Release | : 2014-05-10 |
| Genre | : Business & Economics |
| ISBN | : 1483218880 |
Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.
| Author | : Yoonjung Lee |
| Publisher | : |
| Total Pages | : 192 |
| Release | : 2004 |
| Genre | : |
| ISBN | : |
| Author | : Kenneth Frank Wallis |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 462 |
| Release | : 1995-01-01 |
| Genre | : Business & Economics |
| ISBN | : 9781782541622 |
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
| Author | : Food and Agriculture Organization of the United Nations |
| Publisher | : Food & Agriculture Org. |
| Total Pages | : 100 |
| Release | : 2000 |
| Genre | : Business & Economics |
| ISBN | : 9789251044704 |
Agriculture and climate changes are closely linked. Agriculture has a significant impact on the process of climate change. There is uncertainty surrounding the implications of climate change for agricultural production. This document consists of two studies on this relationship. The first study provides an analysis of the various methodologies that have been used to measure the potential impacts of climate change on agricultural production and makes suggestions for further research. The second study is on the impact of agriculture on climate. It gives a detailed analysis of the potential for implementing the Clean Development Mechanism proposed under the Kyoto Protocol Convention on Climate Change in the agricultural sector of developing countries along with the relevant policy implications and requirements
| Author | : Richard E. Quandt |
| Publisher | : Edward Elgar Publishing |
| Total Pages | : 876 |
| Release | : 1992-01-01 |
| Genre | : Business & Economics |
| ISBN | : 9781782543176 |
Professor Richard Quandt has made a major contribution to the development of economics in the 20th century. The range and significance of his work has long required a collection of his essays which will allow his contribution to be assessed as a whole. Despite an early interest in microeconomic theory, Richard Quandt has devoted most of his career to econometrics and, in particular, modal split estimation. More recently his work has focused on the econometrics of disequilibrium models with reference to both free market and planned economies. As well as outlining his many articles in microtheory, general econometrics, disequilibrium modeling, financial economics and the economics of planned economies, this collection should have a particular value for all scholars interested in the emergence of the new economies in Eastern Europe, a subject to which Professor Quandt has applied himself in recent years. This book includes an introduction by Professor Quandt describing his early life in Budapest and the circumstances which led him to study economics in America.
| Author | : Peter C. Young |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 505 |
| Release | : 2011-08-04 |
| Genre | : Technology & Engineering |
| ISBN | : 3642219810 |
This is a revised version of the 1984 book of the same name but considerably modified and enlarged to accommodate the developments in recursive estimation and time series analysis that have occurred over the last quarter century. Also over this time, the CAPTAIN Toolbox for recursive estimation and time series analysis has been developed at Lancaster, for use in the MatlabTM software environment (see Appendix G). Consequently, the present version of the book is able to exploit the many computational routines that are contained in this widely available Toolbox, as well as some of the other routines in MatlabTM and its other toolboxes. The book is an introductory one on the topic of recursive estimation and it demonstrates how this approach to estimation, in its various forms, can be an impressive aid to the modelling of stochastic, dynamic systems. It is intended for undergraduate or Masters students who wish to obtain a grounding in this subject; or for practitioners in industry who may have heard of topics dealt with in this book and, while they want to know more about them, may have been deterred by the rather esoteric nature of some books in this challenging area of study.
