Jump to ContentJump to Main Navigation

You are looking at 1-20 of 120 items

  • Keywords: time series x
Clear All Modify Search

View:

Periodic Time Series Models

Philip Hans Franses and Richard Paap

Published in print:
2004
Published Online:
August 2004
ISBN:
9780199242023
eISBN:
9780191601286
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/019924202X.001.0001
Subject:
Economics and Finance, Econometrics

This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing ... More


Time Series Analysis

Andrew J. Connolly, Jacob T. VanderPlas, Alexander Gray, Andrew J. Connolly, Jacob T. VanderPlas, and Alexander Gray

in Statistics, Data Mining, and Machine Learning in Astronomy: A Practical Python Guide for the Analysis of Survey Data

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691151687
eISBN:
9781400848911
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691151687.003.0010
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter summarizes the fundamental concepts and tools for analyzing time series data. Time series analysis is a branch of applied mathematics developed mostly in the fields of signal processing ... More


Finite Sample Econometrics

Aman Ullah

Published in print:
2004
Published Online:
August 2004
ISBN:
9780198774471
eISBN:
9780191601347
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774478.001.0001
Subject:
Economics and Finance, Econometrics

This book presents a comprehensive and unified treatment of finite sample theory, and its application to estimators and test statistics used in various econometric models. Time series, cross section, ... More


Panel Data Econometrics

Manuel Arellano

Published in print:
2003
Published Online:
July 2005
ISBN:
9780199245284
eISBN:
9780191602481
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0199245282.001.0001
Subject:
Economics and Finance, Econometrics

This book reviews some of the main topics in panel data econometrics. It analyses econometric models with non-exogenous explanatory variables, and the problem of distinguishing between dynamic ... More


Political Methodology: An Overview

John E. Jackson

in A New Handbook of Political Science

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198294719
eISBN:
9780191599361
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198294719.003.0032
Subject:
Political Science, Reference

Reviews methodological techniques available across the discipline of political science. Econometrics and political science methods include structural equation estimations, time‐series analysis, and ... More


Research Strategies in the Social Sciences: A Guide to New Approaches

Elinor Scarbrough and Eric Tanenbaum (eds)

Published in print:
1998
Published Online:
November 2003
ISBN:
9780198292371
eISBN:
9780191600159
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198292376.001.0001
Subject:
Political Science, Reference

This volume is a collection of commissioned articles by 16 experts in social science methodology, each contribution introducing experienced social scientists to more advanced analytic techniques. The ... More


Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Søren Johansen

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198774501
eISBN:
9780191596476
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/0198774508.001.0001
Subject:
Economics and Finance, Econometrics

This monograph is concerned with the statistical analysis of multivariate systems of non‐stationary time series of type I(1). It applies the concepts of cointegration and common trends in the ... More


Psychophysics and analysis

Ian P. Howard and Brian J. Rogers

in Seeing in Depth: Volume 1: Basic Mechanics/ Volume 2: Depth Perception 2-Volume Set

Published in print:
2008
Published Online:
May 2009
ISBN:
9780195367607
eISBN:
9780199867264
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195367607.003.0003
Subject:
Psychology, Cognitive Neuroscience, Cognitive Psychology

Many psychophysical and analytic procedures have been used to investigate the visual perception of depth. This chapter provides a general introduction to these procedures. Topics discussed include ... More


Introduction and Overview

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David F. Hendry

in Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Published in print:
1993
Published Online:
November 2003
ISBN:
9780198288107
eISBN:
9780191595899
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198288107.003.0001
Subject:
Economics and Finance, Econometrics

Serves as an introductory overview for the rest of the book, and outlines its main aims. As a basis for the following chapters, an overview and clarification of equilibrium relationships in economic ... More


Empirical Orthogonal Functions

Gidon Eshel

in Spatiotemporal Data Analysis

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691128917
eISBN:
9781400840632
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691128917.003.0011
Subject:
Environmental Science, Environmental Studies

This chapter focuses on empirical orthogonal functions (EOFs). One of the most useful and common eigen-techniques in data analysis is the construction of EOFs. EOFs are a transform of the data; the ... More


Autocorrelation

Gidon Eshel

in Spatiotemporal Data Analysis

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691128917
eISBN:
9781400840632
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691128917.003.0008
Subject:
Environmental Science, Environmental Studies

This chapter discusses theoretical autocovariance, autocorrelation functions of autoregressive models of orders 1 and 2, and autocorrelation function-derived timescale. The autocorrelation function ... More


Properties of seasonal time series

Philip Hans Franses and Richard Paap

in Periodic Time Series Models

Published in print:
2004
Published Online:
August 2004
ISBN:
9780199242023
eISBN:
9780191601286
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/019924202X.003.0002
Subject:
Economics and Finance, Econometrics

Chapter 2 aims to convince the reader that economic time series show marked seasonality and an obvious trend, and, foremost, that the patterns of these trends and seasonal fluctuations do not seem to ... More


A Primer for Dynamical Systems

Kevin S. McCann

in Food Webs (MPB-50)

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691134178
eISBN:
9781400840687
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691134178.003.0002
Subject:
Biology, Ecology

This chapter introduces the reader to some of the main conceptual ideas behind dynamical systems theory from the perspective of an experimentalist. It first considers the qualitative approaches used ... More


Time series analysis in 1880: a discussion of contributions made by T. N. Thiele 21

S. L. Lauritzen

in Thiele: Pioneer in Statistics

Published in print:
2002
Published Online:
September 2007
ISBN:
9780198509721
eISBN:
9780191709197
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198509721.003.0003
Subject:
Mathematics, Probability / Statistics

This chapter presents a reprint of a paper by Lauritzen (1981), which tries to explain the basic contents of Thiele (1880) in modern terms. Specifically, it discusses T. N. Thiele's paper on a ... More


Political Change in Continental Europe

Mark J. Joe

in Political Determinants of Corporate Governance: Political Context, Corporate Impact

Published in print:
2006
Published Online:
October 2011
ISBN:
9780199205301
eISBN:
9780191695612
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199205301.003.0022
Subject:
Business and Management, Corporate Governance and Accountability, Business History

This chapter examines political change in continental Europe. The recent demand for more pro-shareholder corporate governance in continental Europe and for legal structures that facilitate ownership ... More


Estimation

Qin Duo

in The Formation of Econometrics: A Historical Perspective

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198292876
eISBN:
9780191596803
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198292872.003.0004
Subject:
Economics and Finance, History of Economic Thought, Econometrics

Narrates the process of how estimation was formalized. Estimation can be seen as the genesis of econometrics, since finding estimates for coefficients of economically meaningful relationships has ... More


Introduction

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0001
Subject:
Economics and Finance, Econometrics

Econometric modelling of economic time series requires discovering sustainable and interpretable relationships between observed economic variables. Critical and constructive aspects are ... More


T. N. Thiele's contributions to statistics 77

A. Hald

in Thiele: Pioneer in Statistics

Published in print:
2002
Published Online:
September 2007
ISBN:
9780198509721
eISBN:
9780191709197
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198509721.003.0005
Subject:
Mathematics, Probability / Statistics

This chapter presents a reprint of Hald (1981), containing a detailed discussion of Thiele's contributions to statistics and a brief summary of some of his contributions to other areas. Topics ... More


A comprehensive causality test based on the singular spectrum analysis

Hossein Hassani, Anatoly Zhigljavsky, Kerry Patterson, and Abdol S. Soofi

in Causality in the Sciences

Published in print:
2011
Published Online:
September 2011
ISBN:
9780199574131
eISBN:
9780191728921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199574131.003.0018
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter considers the concept of causal relationship between two time series based on the singular spectrum analysis. it introduces several criteria which characterize this causality. The ... More


Econometric Concepts

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0002
Subject:
Economics and Finance, Econometrics

The main concepts for empirical modelling of economic time series are explained: parameter and parameter space; constancy; structure; distributional shape; identification and observational ... More


View: