Coverart for item
The Resource Measuring business cycles in economic time series, Regina Kaiser, Agustín Maravall

Measuring business cycles in economic time series, Regina Kaiser, Agustín Maravall

Label
Measuring business cycles in economic time series
Title
Measuring business cycles in economic time series
Statement of responsibility
Regina Kaiser, Agustín Maravall
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Kaiser, Regina
Dewey number
338.5/42/0151955
Illustrations
illustrations
Index
index present
LC call number
HB3711
LC item number
.K26 2001
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Maravall, Agustín
Series statement
Lecture notes in statistics
Series volume
154
http://library.link/vocab/subjectName
  • Business cycles
  • Time-series analysis
Label
Measuring business cycles in economic time series, Regina Kaiser, Agustín Maravall
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages [177]-183) and indexes
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • 2.3.
  • Differencing.
  • 2.4.
  • Linear Stationary Process, Wold Representation, and Auto-correlation Function.
  • 2.5.
  • The Spectrum.
  • 2.6.
  • Linear Filters and Their Squared Gain
  • 3.
  • ARIMA Models and Signal Extraction.
  • 1.
  • 3.1.
  • ARIMA Models.
  • 3.2.
  • Modeling Strategy, Diagnostics and Inference.
  • 3.2.1.
  • Identification.
  • 3.2.2.
  • Estimation and Diagnostics.
  • 3.2.3.
  • Inference.
  • Introduction and Brief Summary
  • 3.2.4.
  • A Particular Class of Models.
  • 3.3.
  • Preadjustment.
  • 3.4.
  • Unobserved Components and Signal Extraction.
  • 3.5.
  • ARIMA-Model-Based Decomposition of a Time Series.
  • 3.6.
  • Short-Term and Long-Term Trends
  • 2.
  • A Brief Review of Applied Time Series Analysis.
  • 2.1.
  • Some Basic Concepts.
  • 2.2.
  • Stochastic Processes and Stationarity.
Control code
44633037
Dimensions
24 cm
Extent
viii, 190 pages
Isbn
9780387951126
Isbn Type
(alk. paper)
Lccn
00059552
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations
Label
Measuring business cycles in economic time series, Regina Kaiser, Agustín Maravall
Publication
Bibliography note
Includes bibliographical references (pages [177]-183) and indexes
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
  • 2.3.
  • Differencing.
  • 2.4.
  • Linear Stationary Process, Wold Representation, and Auto-correlation Function.
  • 2.5.
  • The Spectrum.
  • 2.6.
  • Linear Filters and Their Squared Gain
  • 3.
  • ARIMA Models and Signal Extraction.
  • 1.
  • 3.1.
  • ARIMA Models.
  • 3.2.
  • Modeling Strategy, Diagnostics and Inference.
  • 3.2.1.
  • Identification.
  • 3.2.2.
  • Estimation and Diagnostics.
  • 3.2.3.
  • Inference.
  • Introduction and Brief Summary
  • 3.2.4.
  • A Particular Class of Models.
  • 3.3.
  • Preadjustment.
  • 3.4.
  • Unobserved Components and Signal Extraction.
  • 3.5.
  • ARIMA-Model-Based Decomposition of a Time Series.
  • 3.6.
  • Short-Term and Long-Term Trends
  • 2.
  • A Brief Review of Applied Time Series Analysis.
  • 2.1.
  • Some Basic Concepts.
  • 2.2.
  • Stochastic Processes and Stationarity.
Control code
44633037
Dimensions
24 cm
Extent
viii, 190 pages
Isbn
9780387951126
Isbn Type
(alk. paper)
Lccn
00059552
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
Other physical details
illustrations

Library Locations

    • Ellis LibraryBorrow it
      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
Processing Feedback ...