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

Author
Kaiser, Regina [Browse]
Format
Book
Language
English
Published/​Created
New York : Springer, ©2001.
Description
viii, 190 pages : illustrations ; 24 cm.

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Lewis Library - Stacks HB3711 .K26 2001 Browse related items Request

    Details

    Subject(s)
    Series
    • Lecture notes in statistics (Springer-Verlag) ; v. 154. [More in this series]
    • Lecture notes in statistics ; 154
    Bibliographic references
    Includes bibliographical references (p. [177]-183) and indexes.
    Contents
    • 1. Introduction and Brief Summary
    • 2. A Brief Review of Applied Time Series Analysis. 2.1. Some Basic Concepts. 2.2. Stochastic Processes and Stationarity. 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. 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. 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.
    ISBN
    • 0387951121 ((alk. paper))
    • 9780387951126 ((alk. paper))
    LCCN
    00059552
    OCLC
    44633037
    International Article Number
    • 9780387951126
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