Record Display for the EPA National Library Catalog

RECORD NUMBER: 23 OF 23

Main Title Time series analysis : regression techniques /
Author Ostrom, Charles W.
Publisher Sage Publications,
Year Published 1978
OCLC Number 03800626
ISBN 080390942X; 9780803909427
Subjects Time-series analysis ; Social sciences--Statistical methods ; Regression analysis ; Social Sciences--methods ; Prediction ; Regression (Statistics) ; Statistical analysis ; Social science research ; Regressionsanalyse ; Regressieanalyse ; Tijdreeksen
Additional Subjects Time-series analysis ; Social sciences--Statistical methods
Internet Access
Description Access URL
Publisher description http://catdir.loc.gov/catdir/enhancements/fy0660/77093282-d.html
Holdings
Library Call Number Additional Info Location Last
Modified
Checkout
Status
ELBM  H61.O83 1978 AWBERC Library/Cincinnati,OH 01/01/1988
Collation 85 pages ; 22 cm
Notes
Includes bibliographical references (pages 84-85).
Contents Notes
1. Introduction -- 2. Time series regression analysis: nonlagged case -- A ratio goal hypothesis -- The error term -- Time series regression model -- Nonautoregression assumption -- Conventional tests for autocorrelation -- An alternative method of estimation -- Pseudo-GLS estimation -- Small sample properties -- Extension to multiple regression -- The ratio goal hypothesis reconsidered -- 3. Time series regression analysis: lagged case -- Lagged exogenous variables -- Lagged endogenous variables -- Testing for autocorrelation in models with lagged endogenous variables -- Estimation -- Pseudo-GLS estimation -- A revised ratio goal model -- 4. Forecasting -- Forecast error -- Forecast generation -- Modifying the forecasting equation -- Forecast evaluation -- 5. Alternative time-dependent processes -- The alternative processes -- Process identification -- Estimation -- 6. Summary.