| 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 |
|
| 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. |
