Time Series and Statistics -

Time Series and Statistics

Buch | Softcover
325 Seiten
1990
Palgrave Macmillan (Verlag)
978-0-333-49551-3 (ISBN)
32,09 inkl. MwSt
This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on time series and statistics.

Statistical Inference in Time Series; P.Whittle - ARIMA Models; A.C.Harvey - Autoregressive and Moving Average Time Series Models; M.Nerlove & F.X.Diebold - Bayesian Inference; A.Zellner - Continuous and Discrete Time Models; C.A.Sims - Edgeworth as a Statistician; S.M.Stigler - Ergodic Theory; W.Parry - Estimation; M.Nerlove & F.X.Diebold - Factor Analysis; I.Adelman - Ronald Aylmer Fisher; A.W.F.Edwards - Forecasting; C.W.J.Granger - Heteroskedasticity; J.Kmenta - H.Hotelling; K.J.Arrow - Hypothesis Testing; G.C.Chow - Least Squares; H.White - Likelihood; A.W.F.Edwards - Martingales; A.F.Karr - Maximum Likelihood; R.L.Basmann - Meaningfulness and Invariance; L.Narens & R.Duncan Luce - Mean Value; S.H.Chew - Measurement; R.Duncan Luce & L.Narens - Monte Carlo Methods; J.G.Cragg - Multivariate Time Series Models; C.A.Sims - Non-parametric Statistical Methods; J.L.Gastwirth - Outliers; W.S.Krasker - Prediction; P.Whittle - Principal Components; T.Kloek - Randomization; J.O.Berger - Random Variables; I.R.Savage - Regression and Correlation Analysis; D.V.Lindley - Residuals; F.J.Anscombe - Semiparametric Estimation; S.R.Cosslett - Sequential Analysis; J.O.Berger - Eugen Slutsky; G.Gandolfo - Spectral Analysis; C.W.Granger - Spline Functions; D.J.Poirier - Stationary Time Series; E.J.Hannan - Statistical Decision Theory; J.O.Berger - Statistical Inference; D.V.Lindley - Time Series Analysis; M.Nerlove & F.X.Diebold - Transformation of Statistical Variables; D.R.Cox - Abraham Wald; E.R.Weintraub - Weiner Process; A.G.Malliaris

Erscheint lt. Verlag 23.7.1990
Reihe/Serie The New Palgrave
Zusatzinfo XII, 325 p.
Verlagsort Basingstoke
Sprache englisch
Maße 155 x 235 mm
Themenwelt Mathematik / Informatik Mathematik Statistik
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 0-333-49551-9 / 0333495519
ISBN-13 978-0-333-49551-3 / 9780333495513
Zustand Neuware
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