Titlebook: New Developments in Time Series Econometrics; Jean-Marie Dufour (Director of the C.R.D.E. (Centr Conference proceedings 1994 Physica-Verla

巡洋

书目名称New Developments in Time Series Econometrics影响因子(影响力)




书目名称New Developments in Time Series Econometrics影响因子(影响力)学科排名




书目名称New Developments in Time Series Econometrics网络公开度




书目名称New Developments in Time Series Econometrics网络公开度学科排名




书目名称New Developments in Time Series Econometrics被引频次




书目名称New Developments in Time Series Econometrics被引频次学科排名




书目名称New Developments in Time Series Econometrics年度引用




书目名称New Developments in Time Series Econometrics年度引用学科排名




书目名称New Developments in Time Series Econometrics读者反馈




书目名称New Developments in Time Series Econometrics读者反馈学科排名

沐浴

内向者

Usefulness of Linear Transformations in Multivariate Time-Series Analysisseries. The topics considered include vector ARMA models, principal component analysis, scalar component models, canonical correlation analyses, co-integration, and unit-root tests. We illustrate the methods considered by an example using Taiwan’s interest-rate series and provide critiques of these developments.

手段

Seasonal Cointegration, Common Seasonals, and Forecasting Seasonal Seriesvaluation of the predictive value of accounting for seasonal cointegration shows that seasonal cointegration may be difficult to exploit to improve predictive accuracy even in cases where seasonal non-cointegration is clearly rejected on statistical grounds. The findings from the real-world examples are corroborated by Monte Carlo simulation.

Corral

表脸

Etymology

New Developments in Time Series Econometrics: An Overviewnot be made independent and optimal experimental designs are not available, modeling and inference often require an exceptional degree of sophistication. Fortunately, in recent years, statistical methods for the analysis of time series have developed considerably and several remarkable innovations have been introduced.

Thyroxine

aggrieve

On the (Mis)Specification of Seasonality and its Consequences: An Empirical Investigation with US Daerties of the adjusted series. We also investigate which procedures are most appropriate given the properties of the data. Overall, we find very significant differences and evidence that several U.S. macroeconomic time series contain a mixture of deterministic and stochastic seasonal components.

Fibrinogen

A Note on Johansen’s Cointegration Procedure when Trends are Present Johansen’s method by including a vector of deterministic linear trends in the estimated model. We present tabulated critical values of the maximal eigenvalue and trace statistics appropriate for this case. We discuss the circumstances under which our modification may be useful.