Statistical Inference In Time Series Regression Models
Language: English
Published by LAP LAMBERT Academic Publishing Nov 2013, 2013
- Softcover
- New
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
AbeBooks seller since January 11, 2012
Condition: New
£ 66.21
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Add to basketItem description from seller
This item is printed on demand - it takes 3-4 days longer - Neuware -This book attempts to develope some new inferential procedures for time series regression models.An inferential method for a time series linear regression model with auto correlated disturbances using quarterly data, has been developed by proposing a test based on internally studentized residuals.Two modified estimation procedures have been proposed for time series regression models involving MA (1) and MA (q) process errors.Autoregressive moving averages and autoregressive conditionally heteroscadastic (ARCH) processesses have been specified systematically with their characteristics. The generalized ARCH model is specified and the effect of error structure on ARCH model has been explained. Two modified tests for detecting the problem of ARCH errors have been developed by using Box-pierce-lying test statistics based on internally studentized residuals. A new estimation procedure has been developed for ARCH model by using an interactive technique 212 pp. Englisch.…
Seller Inventory # 9783659423970
- Title
- Statistical Inference In Time Series Regression Models
- Author
- S. Durga Prasad
- Publisher
- LAP LAMBERT Academic Publishing Nov 2013
- Publication year
- 2013
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3659423971
- ISBN 13
- 9783659423970
- Item weight
- 334 grams
- Dimensions
- 220x150x14 mm
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About the Author
"About the title" may belong to another edition of this title.
BuchWeltWeit Ludwig Meier e.K.
Bergisch Gladbach, Germany
AbeBooks seller since January 11, 2012
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