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. |
Place Published |
Beverly Hills, Calif. : |
PUB Date Free Form |
c1978. |
Series Title Untraced |
Sage university paper ; 9 Quantitative applications in the social sciences ; no. 07-009 |
Document Type |
BC |
Cataloging Source |
OCLC/U |
LCCN |
77093282 |
Merged OCLC records |
456514960; 1058084102; 1086712722 |
Origin |
OCLC |
Type |
CAT |