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Author: S. S. Thurman
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 46
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Book Description
Author: S. S. Thurman
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 46
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Book Description
Author: Genshiro Kitagawa
Publisher: Springer Science & Business Media
ISBN: 1461207614
Category : Mathematics
Languages : en
Pages : 265
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Book Description
Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.
Author: S. S. Thurman
Publisher:
ISBN:
Category : Distributed lags (Economics)
Languages : en
Pages : 30
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Book Description
Author: David Brillinger
Publisher: Springer Science & Business Media
ISBN: 1461392969
Category : Mathematics
Languages : en
Pages : 391
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Book Description
This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.
Author: Clive W. J. Granger
Publisher: Cambridge University Press
ISBN: 9780521774963
Category : Business & Economics
Languages : en
Pages : 548
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Book Description
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Author: John Chipman
Publisher: Routledge
ISBN: 1134340451
Category : Business & Economics
Languages : en
Pages : 409
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Book Description
When learning econometrics, what better way than to be taught by one of its masters. In this significant new volume, John Chipman, the eminence grise of econometrics, presents his classic lectures in econometric theory. Starting with the linear regression model, least squares, Gauss-Markov theory and the first principals of econometrics, this book guides the introductory student to an advanced stage of ability. The text covers multicollinearity and reduced-rank estimation, the treatment of linear restrictions and minimax estimation. Also included are chapters on the autocorrelation of residuals and simultaneous-equation estimation. By the end of the text, students will have a solid grounding in econometrics. Despite the frequent complexity of the subject matter, Chipman's clear explanations, concise prose and sharp analysis make this book stand out from others in the field. With mathematical rigor sharpened by a lifetime of econometric analysis, this significant volume is sure to become a seminal and indispensable text in this area.
Author: Elias Mpofu
Publisher: Springer Nature
ISBN: 3030596877
Category : Psychology
Languages : en
Pages : 653
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Book Description
Applying a trans-disciplinary approach, this book provides a comprehensive, research-based guide to understanding, implementing, and strengthening sustainable community health in diverse international settings. By examining the interdependence of environmental, economic, public health, community wellbeing and development factors, the authors address the systemic factors impacting health disparities, inequality and social justice issues. The book analyzes strategies based on a partnership view of health, in which communities determine their health and wellness working alongside local, state and federal health agencies. Crucially, it demonstrates that communities are themselves health systems and their wellbeing capabilities affect the health of individuals and the collective alike. It identifies health indicators and tools that communities and policy makers can utilize to sustain truly inclusive health systems. This book offers a unique resource for researchers and practitioners working across psychology, mental health, rehabilitation, public health, epidemiology, social policy, healthcare and allied health.
Author: Baldev Raj
Publisher: Routledge
ISBN: 1317857445
Category : Social Science
Languages : en
Pages : 232
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Book Description
Originally published in 1981, this book considers one particular area of econometrics- the linear model- where significant recent advances have been made. It considers both single and multiequation models with varying co-efficients, explains the various theories and techniques connected with these and goes on to describe the various applications of the models. Whilst the detailed explanation of the models will interest primarily econometrics specialists, the implications of the advances outlined and the applications of the models will intrest a wide range of economists.
Author: George G. Judge
Publisher: John Wiley & Sons
ISBN: 047189530X
Category : Business & Economics
Languages : en
Pages : 1062
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Book Description
This broadly based graduate-level textbook covers the major models and statistical tools currently used in the practice of econometrics. It examines the classical, the decision theory, and the Bayesian approaches, and contains material on single equation and simultaneous equation econometric models. Includes an extensive reference list for each topic.
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1368
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Book Description
