Univariate Tests for Time Series Models: 99 (Quantitative Applications in the Social Sciences) - Tapa blanda

Jeff Cromwell; Walter Labys; Michel Terraza

 
9780803949911: Univariate Tests for Time Series Models: 99 (Quantitative Applications in the Social Sciences)
Tapa blanda
ISBN 10: 080394991X ISBN 13: 9780803949911
Editorial: SAGE Publications, Inc, 1994

Sinopsis

Taking a sequential approach to time-series model building, this book explores how to test for stationarity, normality, independence, linearity, model order, and properties of the residual process. The authors clearly define each testing procedure and offer examples to illustrate each concept. The authors also provide advice on how to perform the tests using different software packages. "This provides a nice roadmap for those doing time series analysis, and the authors should be applauded for this... Their approach is straightforward and logical and I believe will be useful many practicing statisticians." --Technometrics

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Acerca de los autores

Dr. Jeff B. Cromwell is a graduate of West Virginia University with research interests in computational statistics, econometrics and time series analysis.  



Michel Terraza is a science Professor of economics at Montpellier I University. He applied this decomposed measure when studying the wages inequalities in the Languedoc-Roussillon region (see the bibliography). He did it in collaboration with Françoise Seyte (Associate Professor) and Stéphane Mussard (Assistant Professor).

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Editorial
SAGE Publications, Inc
Año de publicación
1994
Idioma
Inglés
ISBN 10 
080394991X
ISBN 13 
9780803949911
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
104
Contacto del fabricante
no disponible
Persona responsable
no disponible