Time Series Models - In Econometrics, Finance and Other Fields

Informationen zum Autor D. R. Cox, D. V. Hinkley, O. E. Barndorff-Nielsen Klappentext The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing. Zusammenfassung The five papers in this book describe recent developments in the analysis, prediction, and interpolation of economic time series from various viewpoints. Topics include time series models for volatility, the nature of prediction errors, a biometrical perspective on the analysis of short time series, and the study of option pricing. Inhaltsverzeichnis Statistical Aspects of ARCH and Scholastic VolatilityLikelihood-Based Inference for Cointegration of Some Non-Stationary Time SeriesForecasting in MacroeconomicsLongitudinal Panel Data: An Overview of Current Methodology

List of contents

Statistical Aspects of ARCH and Scholastic Volatility
Likelihood-Based Inference for Cointegration of Some Non-Stationary Time Series
Forecasting in Macroeconomics
Longitudinal Panel Data: An Overview of Current Methodology

Product details

• Authors: O E Barndorff-Nielsen, O. E. Barndorff-Nielsen, D Cox, D R Cox, D. Cox, D. R. Cox, D. R. Hinkley Cox, D.R. Cox, D.r. (Nuffield College Cox, D.r. Hinkley Cox, COX D R, D Hinkley, D V Hinkley, D. V. Hinkley, Niels Keiding
• Assisted by: O. E. Barndorff-Nielsen (Editor), O.E. Barndorff-Nielsen (Editor), D. R. Cox (Editor), D.R. Cox (Editor), D. V. Hinkley (Editor), D.V. Hinkley (Editor), Valerie Isham (Editor), Niels Keiding (Editor), Thomas A. Louis (Editor), N. Reid (Editor), R.J. Tibshirani (Editor), Howell Tong (Editor), O.E. Barndorff-Nielsen (Editor of the series), D.R. Cox (Editor of the series), D.V. Hinkley (Editor of the series), Valerie Isham (Editor of the series), Niels Keiding (Editor of the series), Thomas A. Louis (Editor of the series), N. Reid (Editor of the series), R.J. Tibshirani (Editor of the series), Howell Tong (Editor of the series)
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 15.05.1996
• EAN: 9780412729300
• ISBN: 978-0-412-72930-0
• No. of pages: 240
• Series: Monographs on Statistics and Applied Probability; Chapman & Hall/CRC Monographs on Statistics & Applied Probability; CRC Monographs on Statistics &; Chapman & Hall/CRC Monographs on Statistics and Applied Probability
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Social sciences, law, business > Business > General, dictionaries; MATHEMATICS / Probability & Statistics / General, BUSINESS & ECONOMICS / Econometrics, Probability & statistics, Econometrics, Probability and statistics, Econometrics and economic statistics