In this book the authors present a reassessment of some recently proposed econometric methods for the analysis of continuous-time specifications of economic models. Given the vastness of this stream of...
Applied Statistical Time Series Analysis
Nonstationary Time Series Analysis and Cointegration shows major developments in the econometric analysis of the long run (of nonstationarity and cointegration) - a field which has developed dramatically over the...
Introduction to the theory of time series; Spectral analysis; Building linear series models; The theory of forecasting; Practical methods for univariate time series forecasting; Forecasting from regression models; Multiple modeling...
Elements of Financial Time Series fills a gap in the market in the area of financial time series analysis by giving both conceptual and practical illustrations. Examples and discussions in...
The structure of the book is based on the structure of the activi- ties involved in the practice of statistical forecasting. Part i of the book provides a general introduction...
This practical, user-oriented second edition describes how to use statistical modeling and analysis methods for forecasting and prediction problems. Statistical and mathematical terms are introduced only as they are needed,...
Written for both undergraduate and graduate students, this text presents Time Series analysis and Box-Jenkins models. Transfer functions and intervention analysis are covered more thoroughly than in any comparable text...
Applied Time Series Analysis for Managerial Forecasting
Models for spectral analysis the univariate case. Sampling, aliasing, and discrete-time models. Linear filters - general properties with applications to continuous-time processes. Multivariate spectral models and their applications. Digital filters....