Seasonality in Regression
Published on 10. May 2014
284 pages
978-1-4832-7774-5 (ISBN)
Description
Seasonality in Regression presents the problems of seasonality in economic regression models. This book discusses the procedures that may have application in practical econometric work. Organized into eight chapters, this book begins with an overview of the tremendous increase in the computational capabilities made by the development of the electronic computer that has profound implications for the way seasonality is handled by economists. This text then examines some seasonal models and their characteristics. Other chapters consider the most frequently applied evaluation criteria and appraise the values in the applications. This book discusses as well the frequency domain estimators and provides insight into problems of estimating the disturbance-covariance matrix through the use of the disturbance spectrum. The final chapter deals with the main objective of the treatment of personality to formulate and estimate econometric models. This book is a valuable resource for economists and econometricians who have knowledge of econometrics at an advanced undergraduate or graduate level.
More details
Other editions
Additional editions
Svend Hylleberg
Seasonality in Regression
Book
01/1986
Academic Press
€49.60
Article exhausted; check different version
Content
¿PrefaceChapter 1 Introduction and Historical Perspective 1.1 Introduction 1.2 The Historical PerspectiveChapter 2 The Definition of Seasonality 2.1 Introduction 2.2 Some Seasonal Models and Their Characteristics 2.3 The Definition of Seasonality 2.4 Some Illustrative Examples 2.5 ConclusionsChapter 3 Evaluation Criteria for Seasonal Adjustment Procedures 3.1 Introduction 3.2 Evaluation Criteria for Seasonal Adjustment Procedures 3.3 ConclusionsChapter 4 The Errors-in-Variables Model 4.1 Introduction 4.2 The Errors-in-Variables Model 4.3 Estimation, Diagnostic Checking, and Inference 4.4 Applications 4.5 ConclusionsChapter 5 The Errors-in-Variables Model: Application of Officially Adjusted Series 5.1 Introduction 5.2 Officially Applied Seasonal Adjustment Methods 5.3 A General Evaluation of Officially Applied Seasonal Adjustment Methods 5.4 An Evaluation in the Context of a Regression Model 5.5 Applications 5.6 ConclusionsChapter 7 The Integrated Econometric Time-SeriesProcedure 7.1 Introduction 7.2 The Basic Models 7.3 Estimation, Diagnostic Checking, and Inference 7.4 Applications 7.5 ConclusionsChapter 8 Conclusions 8.1 Introduction 8.2 The Errors-in-Variables Approach 8.3 The Time-Varying Parameters Approach 8.4 The Integrated ApproachAppendix A Other Officially Applied Seasonal Adjustment Methods: A SurveyAppendix B The Autocovariance Generating Functions of ARMA ModelsAppendix C A Tool Kit for the Formulation of Univariate and Multivariate Time-Series ModelsAppendix D A Collection of Time Series Used in the ApplicationsReferencesIndex
