## 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

## 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

## 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

## Time Series Analysis with Two or More Time Series

*Youseop Shin*

### in Time Series Analysis in the Social Sciences: The Fundamentals

- Published in print:
- 2017
- Published Online:
- September 2017
- ISBN:
- 9780520293168
- eISBN:
- 9780520966383
- Item type:
- chapter

- Publisher:
- University of California Press
- DOI:
- 10.1525/california/9780520293168.003.0006
- Subject:
- Sociology, Law, Crime and Deviance

Chapter Six explains time series analysis with one or more independent variables. The dependent variable is the monthly violent crime rates and the independent variables are unemployment rates and ... 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

## 2 Public Policy and Basic Needs Provision: Intervention and Achievement in Sri Lank

*Sudhir Anand and S. M. Ravi Kanbur*

### in The Political Economy of Hunger: Volume 3: Endemic Hunger

- Published in print:
- 1991
- Published Online:
- January 2008
- ISBN:
- 9780198286370
- eISBN:
- 9780191718441
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780198286370.003.0003
- Subject:
- Economics and Finance, Development, Growth, and Environmental

A substantial part of Sri Lanka's achievements in certain areas of basic needs provision such as health and education standards, has been due to the country's intrinsic and directed public policies. ... More

## John Denis Sargan 1924–1996

*David F. Hendry*

### in Proceedings of the British Academy, Volume 120, Biographical Memoirs of Fellows, II

- Published in print:
- 2003
- Published Online:
- January 2012
- ISBN:
- 9780197263020
- eISBN:
- 9780191734199
- Item type:
- chapter

- Publisher:
- British Academy
- DOI:
- 10.5871/bacad/9780197263020.003.0019
- Subject:
- History, Historiography

Denis Sargan was the leading British econometrician of his generation, playing a central role in establishing the technical basis for modern time-series econometric analysis. In a distinguished ... More

## Time Series Analysis in the Social Sciences: The Fundamentals

*Youseop Shin*

- Published in print:
- 2017
- Published Online:
- September 2017
- ISBN:
- 9780520293168
- eISBN:
- 9780520966383
- Item type:
- book

- Publisher:
- University of California Press
- DOI:
- 10.1525/california/9780520293168.001.0001
- Subject:
- Sociology, Law, Crime and Deviance

This book focuses on fundamental elements of time series analysis that social scientists need to understand to employ time series analysis for their research and practice. Avoiding extraordinary ... More

## Bayesian dynamic modelling

*West Mike*

### in Bayesian Theory and Applications

- Published in print:
- 2013
- Published Online:
- May 2013
- ISBN:
- 9780199695607
- eISBN:
- 9780191744167
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199695607.003.0008
- Subject:
- Mathematics, Probability / Statistics

This chapter focuses on some key models and ideas in Bayesian time series and forecasting, along with extracts from a few time series analysis and forecasting examples. It discusses specific ... More

## Time Series Analysis in the Social Sciences

*Youseop Shin*

### in Time Series Analysis in the Social Sciences: The Fundamentals

- Published in print:
- 2017
- Published Online:
- September 2017
- ISBN:
- 9780520293168
- eISBN:
- 9780520966383
- Item type:
- chapter

- Publisher:
- University of California Press
- DOI:
- 10.1525/california/9780520293168.003.0001
- Subject:
- Sociology, Law, Crime and Deviance

This chapter explains how time series analysis has been applied in the social sciences.

## Linear state space models

*J. Durbin and S.J. Koopman*

### in Time Series Analysis by State Space Methods: Second Edition

- Published in print:
- 2012
- Published Online:
- December 2013
- ISBN:
- 9780199641178
- eISBN:
- 9780191774881
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199641178.003.0003
- Subject:
- Mathematics, Probability / Statistics

This chapter shows how structural time series models can be put into state space form. It puts Box-Jenkins ARIMA models into state space form, thus demonstrating that these models are special cases ... More

## The Impact on Foreign Direct Investment of BITs *

*Unctad*

### in The Effect of Treaties on Foreign Direct Investment: Bilateral Investment Treaties, Double Taxation Treaties, and Investment Flows

- Published in print:
- 2009
- Published Online:
- May 2009
- ISBN:
- 9780195388534
- eISBN:
- 9780199855322
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780195388534.003.0012
- Subject:
- Law, Public International Law

This chapter examines whether the conclusion of BITs does indeed contribute to an increase in FDI. Time-series data analysis based on bilateral FDI flows between the BIT signatory countries shows ... More

## Time Series Analysis as an Impact Analysis Method

*Youseop Shin*

### in Time Series Analysis in the Social Sciences: The Fundamentals

- Published in print:
- 2017
- Published Online:
- September 2017
- ISBN:
- 9780520293168
- eISBN:
- 9780520966383
- Item type:
- chapter

- Publisher:
- University of California Press
- DOI:
- 10.1525/california/9780520293168.003.0007
- Subject:
- Sociology, Law, Crime and Deviance

Chapter Seven explains interrupted time series analysis. This chapter includes the impact analysis of the Three-Strikes-Out law with October 1994 (when Public Law 103-322 was enacted) as the ... More

## Putting Relative Advantage to the Test: State-Level Republican Growth in the Modern American South

*M. V. Hood III, Quentin Kidd, and Irwin L. Morris*

### in The Rational Southerner: Black Mobilization, Republican Growth, and the Partisan Transformation of the American South

- Published in print:
- 2012
- Published Online:
- September 2012
- ISBN:
- 9780199873821
- eISBN:
- 9780199980017
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199873821.003.0005
- Subject:
- Political Science, American Politics

This chapter provides the first extensive empirical assessment of the theory of relative advantage. A panel Granger analysis based on nearly five decades of state-level data demonstrates that black ... More

## Nonlinear Time Series Analysis with R

*Ray Huffaker, Marco Bittelli, and Rodolfo Rosa*

- Published in print:
- 2017
- Published Online:
- February 2018
- ISBN:
- 9780198782933
- eISBN:
- 9780191826153
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198782933.001.0001
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics

In the process of data analysis, the investigator is often facing highly-volatile and random-appearing observed data. A vast body of literature shows that the assumption of underlying stochastic ... More

## Measuring Macroeconomic Exposure: The Case of Volvo Cars 1

*Lars Oxelheim and Clas Wihlborg*

### in Corporate Decision-Making with Macroeconomic Uncertainty: Performance and Risk Management

- Published in print:
- 2008
- Published Online:
- May 2009
- ISBN:
- 9780195335743
- eISBN:
- 9780199868964
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780195335743.003.0005
- Subject:
- Economics and Finance, Financial Economics

Volvo cars exposure have been measured for this chapter by means of time series regression analysis. The required data include quarterly actual cash flow figures for a substantial number of years, ... More

## Illustrations of the use of the linear model

*J. Durbin and S.J. Koopman*

### in Time Series Analysis by State Space Methods: Second Edition

- Published in print:
- 2012
- Published Online:
- December 2013
- ISBN:
- 9780199641178
- eISBN:
- 9780191774881
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199641178.003.0008
- Subject:
- Mathematics, Probability / Statistics

This chapter discusses examples which show how the use of the linear model works in practice. The first example is an analysis of road accident data to estimate the reduction in car drivers killed ... More

## Ecosystem Effects of Fishing and Whaling in the North Pacific and Atlantic Oceans

*BORIS WORM, HEIKE K LOTZE, and RANSOM A. MYERS*

### in Whales, Whaling, and Ocean Ecosystems

- Published in print:
- 2007
- Published Online:
- March 2012
- ISBN:
- 9780520248847
- eISBN:
- 9780520933200
- Item type:
- chapter

- Publisher:
- University of California Press
- DOI:
- 10.1525/california/9780520248847.003.0026
- Subject:
- Biology, Aquatic Biology

This chapter uses time-series analysis to explore whether prey release and competitive release have occurred during or shortly after the period of industrial whaling (from 1950 to 1980) in the ... More

## A data-driven approach to complex ecological systems

*Michio Kondoh, Kazutaka Kawatsu, Yutaka Osada, and Masayuki Ushio*

### in Theoretical Ecology: concepts and applications

- Published in print:
- 2020
- Published Online:
- July 2020
- ISBN:
- 9780198824282
- eISBN:
- 9780191863271
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198824282.003.0008
- Subject:
- Biology, Ecology, Biomathematics / Statistics and Data Analysis / Complexity Studies

Interspecific interaction has been a key concept in ecology to understand the structure and dynamics of ecological communities. Important, yet often overlooked, is that an interspecific interaction ... More

## Why Study Nonlinear Time Series Analysis?

*Ray Huffaker, Marco Bittelli, and Rodolfo Rosa*

### in Nonlinear Time Series Analysis with R

- Published in print:
- 2017
- Published Online:
- February 2018
- ISBN:
- 9780198782933
- eISBN:
- 9780191826153
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780198782933.003.0001
- Subject:
- Physics, Theoretical, Computational, and Statistical Physics

Nonlinear Time Series Analysis (NLTS) provides a mathematically rigorous collection of techniques designed to reconstruct real-world system dynamics from time series data on a single variable or ... More