Applied Time Series Analysis for the Social Sciences : Specification, Estimation, and Inference
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| Autore: |
Baker Regina M
|
| Titolo: |
Applied Time Series Analysis for the Social Sciences : Specification, Estimation, and Inference
|
| Pubblicazione: | Newark : , : John Wiley & Sons, Incorporated, , 2025 |
| ©2026 | |
| Edizione: | 1st ed. |
| Descrizione fisica: | 1 online resource (242 pages) |
| Disciplina: | 519.5/5 |
| Soggetto topico: | Time-series analysis |
| Social sciences - Statistical methods | |
| Nota di contenuto: | Foundations -- Properties of time series : mean and variance stationarity -- Properties of time series : autocorrelation, the autocorrelation function and the partial autocorrelation function -- Examining time series properties : univariate ARIMA estimation and forecasting -- ARIMA intervention models -- ARIMA with non-binary explanatory variables -- OLS and the Gauss-Markov assumptions -- Autoregressive distributed lag models -- Cointegration and error correction -- General-to-specific modeling and the LSE school approach -- Vector autoregression : fundamental concepts -- Vector autoregression : details. |
| Sommario/riassunto: | EXPLORE THIS INDISPENSABLE AND COMPREHENSIVE GUIDE TO TIME SERIES ANALYSIS FOR STUDENTS AND PRACTITIONERS IN A WIDE VARIETY OF DISCIPLINES Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference delivers an accessible guide to time series analysis that includes both theory and practice. |
| Titolo autorizzato: | Applied Time Series Analysis for the Social Sciences |
| ISBN: | 1-119-01047-0 |
| 1-119-01049-7 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9911046558503321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley Series in Probability and Statistics Series