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Economic Time Series: Modeling and Seasonality 1. izdevums
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Economic Time Series: Modeling and Seasonality
Edited to ensure a unified viewpoint with common notation and cross-referencing, this practical volume on econometrics focuses on the key topics of seasonality and modeling. It covers frequency domain properties of signal extraction filters, the Akaike Information Criterion and model selection criteria, and more.
554 pages, 146 black & white illustrations, 89 black & white tables
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2012. gada 19. marts |
| ISBN13 | 9781439846575 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 556 |
| Izmēri | 163 × 235 × 30 mm · 900 g |
| Valoda | Angļu |
| Redaktors | Bell, William R. (U.S. Census Bureau, Washington, D.C., USA) |
| Redaktors | Holan, Scott H. (University of Missouri, Columbia, USA) |
| Redaktors | McElroy, Tucker S. (U.S. Census Bureau, Washington, D.C., USA) |
