Predictions in Time Series Using Regression Models, Frantisek Stulajter

Автор: Darlington Richard B., Hayes Andrew F.
Название: Regression Analysis and Linear Models: Concepts, Applications, and Implementation
ISBN: 1462521134 ISBN-13(EAN): 9781462521135
Издательство: Taylor&Francis
Рейтинг:
Цена: 83690.00 T
Наличие на складе: Невозможна поставка.
Описание: Ephasizing conceptual understanding over mathematics, this user-friendly text introduces linear regression analysis to students and researchers across the social, behavioral, consumer, and health sciences. Coverage includes model construction and estimation, quantification and measurement of multivariate and partial associations, statistical control, group comparisons, moderation analysis, mediation and path analysis, and regression diagnostics, among other important topics. Engaging worked-through examples demonstrate each technique, accompanied by helpful advice and cautions. The use of SPSS, SAS, and STATA is emphasized, with an appendix on regression analysis using R. The companion website (www.afhayes.com) provides datasets for the book`s examples as well as the RLM macro for SPSS and SAS. Pedagogical Features: *Chapters include SPSS, SAS, or STATA code pertinent to the analyses described, with each distinctively formatted for easy identification. *An appendix documents the RLM macro, which facilitates computations for estimating and probing interactions, dominance analysis, heteroscedasticity-consistent standard errors, and linear spline regression, among other analyses. *Students are guided to practice what they learn in each chapter using datasets provided online. *Addresses topics not usually covered, such as ways to measure a variable`s importance, coding systems for representing categorical variables, causation, and myths about testing interaction.

Название: Книга "Periodic Time Series Models " на английском языке/ Авторы P. Franses and R. Paap
ISBN: 0199242038 ISBN-13(EAN): 9780199242030
Издательство: Oxford Academ
Рейтинг:
Цена: 63360.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; periodic integration; and periodic cointegration. The analysis benefits from the inclusion of many new empirical examples and results.

Автор: Lee Mei Ling Ting
Название: Risk Assessment and Evaluation of Predictions
ISBN: 1461489806 ISBN-13(EAN): 9781461489801
Издательство: Springer
Рейтинг:
Цена: 149060.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Methods of risk analysis and the outcome of particular evaluations and predictions are covered in detail in this proceedings volume, whose contributions are based on invited presentations from Professor Mei-Ling Ting Lee`s 2011 symposium on Risk Analysis and the Evaluation of Predictions.

Автор: Franses
Название: Time Series Models for Business and Economic Forecasting
ISBN: 0521520916 ISBN-13(EAN): 9780521520911
Издательство: Cambridge Academ
Рейтинг:
Цена: 49630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.

Автор: Becketti
Название: Introduction to Time Series Using Stata
ISBN: 1597181323 ISBN-13(EAN): 9781597181327
Издательство: Taylor&Francis
Рейтинг:
Цена: 75530.00 T
Наличие на складе: Невозможна поставка.
Описание: Recent decades have witnessed explosive growth in new and powerful tools for timeseries analysis. These innovations have overturned older approaches to forecasting, macroeconomic policy analysis, the study of productivity and long-run economic growth, and the trading of financial assets. Familiarity with these new tools on time series is an essential skill for statisticians, econometricians, and applied researchers. Introduction to Time Series Using Stata provides a step-by-step guide to essential timeseries techniques—from the incredibly simple to the quite complex—and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. Sean Becketti is a financial industry veteran with three decades of experience in academics, government, and private industry. Over the last two decades, Becketti has led proprietary research teams at several leading financial firms, responsible for the models underlying the valuation, hedging, and relative value analysis of some of the largest fixed-income portfolios in the world.

Автор: Harvey, Andrew C.
Название: Forecasting, structural time series models and the kalman filter
ISBN: 0521405734 ISBN-13(EAN): 9780521405737
Издательство: Cambridge Academ
Рейтинг:
Цена: 40120.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.

Автор: Philip Hans Franses
Название: Non-linear time series models in empirical finance
ISBN: 0521779650 ISBN-13(EAN): 9780521779654
Издательство: Cambridge Academ
Рейтинг:
Цена: 54910.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: An accessible guide to one of the fastest growing areas in financial analysis by one of Europes`s leading teaching and researching teams, first published in 2000. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including regime-switching and artificial neural networks.