The New Palgrave

Time Series and Statistics

Editors: Eatwell, John, Milgate, Murray, Newman, Peter (Eds.)

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About this book

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on time series and statistics.

Table of contents (43 chapters)

Table of contents (43 chapters)
  • Statistical Inference in Time Series

    Pages 1-21

    Whittle, P.

  • ARIMA Models

    Pages 22-24

    Harvey, A. C.

  • Autoregressive and Moving-average Time-series Processes

    Pages 25-35

    Nerlove, Marc (et al.)

  • Bayesian Inference

    Pages 36-61

    Zellner, Arnold

  • Continuous and Discrete Time Models

    Pages 62-68

    Sims, Christopher A.

Buy this book

eBook 24,99 €
price for Spain (gross)
  • ISBN 978-1-349-20865-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 31,19 €
price for Spain (gross)
  • ISBN 978-0-333-49551-3
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules

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Bibliographic Information

Bibliographic Information
Book Title
Time Series and Statistics
Editors
  • John Eatwell
  • Murray Milgate
  • Peter Newman
Series Title
The New Palgrave
Copyright
1990
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-1-349-20865-4
DOI
10.1007/978-1-349-20865-4
Softcover ISBN
978-0-333-49551-3
Edition Number
1
Number of Pages
XII, 325
Topics