Time Series Analysis: Regression Techniques, Том 9;Том 1990

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SAGE, 1990 - Всего страниц: 95
"The text gives a good basis for understanding the ideas of the time series models and estimation, without overwhelming readers with the complexity of the subject."--Journal of the American Statistical AssociationCompletely revised and updated, this second edition of Time Series Analysis examines techniques for the study of change based on regression analysis. Ostrom demonstrates how these regression techniques may be employed for hypothesis testing, estimating, and forecasting. In addition, analysis strategies for both lagged and nonlagged models are presented and alternative time-dependent processes are explored. Learn more about "The Little Green Book" - QASS Series! Click Here
 

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Series Editors Introduction
4
Alternative TimeDependent Processes
42
Lagged Case
58
Forecasting
76
Summary
90
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Об авторе (1990)

Charles W. Ostrom, Jr. is a Professor of Political Science. Professor Ostrom joined the MSU faculty in 1974 and taught in the Political Science Department continuously with the exception of sabbaticals at the University of Minnesota (1982-83), University of Nebraska-Lincoln (1992-93), and National Center for State Courts (2000-2001). Professor Ostrom received his Ph.D. from Indiana University in 1975. Professor Ostrom’s current professional interests are focused on US trial courts. His work includes work on criminal sentencing, racial discrimination, trial court culture, judicial workload, and court performance. The aforementioned work has been funded by the National Institute of Justice. Professor Ostrom received the American Council on Education Fellowship for the 1992-93 class.

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