The Resource Time series analysis : regression techniques, Charles W. Ostrom, Jr

Time series analysis : regression techniques, Charles W. Ostrom, Jr

Label
Time series analysis : regression techniques
Title
Time series analysis
Title remainder
regression techniques
Statement of responsibility
Charles W. Ostrom, Jr
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Ostrom, Charles W
Index
no index present
LC call number
  • HA30.3
  • H61
LC item number
  • .O88 1978
  • .O83
Literary form
non fiction
Nature of contents
bibliography
NLM call number
QA 276
NLM item number
O85t 1978
Series statement
  • Quantitative applications in the social sciences ; no. 07-009
  • Sage university paper ; 9
http://library.link/vocab/subjectName
  • Time-series analysis
  • Social sciences
  • Regression analysis
  • Regression Analysis
  • Social Sciences
  • Sciences sociales
  • Série chronologique
  • Regression analysis
  • Social sciences
  • Time-series analysis
  • Regressieanalyse
  • Tijdreeksen
  • Regressionsanalyse
  • Regressionsanalyse
Label
Time series analysis : regression techniques, Charles W. Ostrom, Jr
Instantiates
Publication
Bibliography note
Bibliography: p. 84-85
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Time series regression analysis: nonlagged case -- A ratio goal hypothesis -- The error term -- Time series regression model -- Nonautoregression assumption -- Conventional tests for autocorrelation -- An alternative method of estimation -- Pseudo-GLS estimation -- Small sample properties -- Extension to multiple regression -- The ratio goal hypothesis reconsidered -- 3. Time series regression analysis: lagged case -- Lagged exogenous variables -- Lagged endogenous variables -- Testing for autocorrelation in models with lagged endogenous variables -- Estimation -- Pseudo-GLS estimation -- A revised ratio goal model -- 4. Forecasting -- Forecast error -- Forecast generation -- Modifying the forecasting equation -- Forecast evaluation -- 5. Alternative time-dependent processes -- The alternative processes -- Process identification -- Estimation -- 6. Summary
Dimensions
22 cm.
Extent
85 pages
Isbn
9780803909427
Lccn
77093282
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
  • (OCoLC)03800626
  • (OCoLC)ocm03800626
Label
Time series analysis : regression techniques, Charles W. Ostrom, Jr
Publication
Bibliography note
Bibliography: p. 84-85
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
1. Introduction -- 2. Time series regression analysis: nonlagged case -- A ratio goal hypothesis -- The error term -- Time series regression model -- Nonautoregression assumption -- Conventional tests for autocorrelation -- An alternative method of estimation -- Pseudo-GLS estimation -- Small sample properties -- Extension to multiple regression -- The ratio goal hypothesis reconsidered -- 3. Time series regression analysis: lagged case -- Lagged exogenous variables -- Lagged endogenous variables -- Testing for autocorrelation in models with lagged endogenous variables -- Estimation -- Pseudo-GLS estimation -- A revised ratio goal model -- 4. Forecasting -- Forecast error -- Forecast generation -- Modifying the forecasting equation -- Forecast evaluation -- 5. Alternative time-dependent processes -- The alternative processes -- Process identification -- Estimation -- 6. Summary
Dimensions
22 cm.
Extent
85 pages
Isbn
9780803909427
Lccn
77093282
Media category
unmediated
Media MARC source
rdamedia
Media type code
n
System control number
  • (OCoLC)03800626
  • (OCoLC)ocm03800626

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