Title | Time Series and Econometric Modelling [electronic resource] : Advances in the Statistical Sciences: Festschrift in Honor of Professor V.M. Joshi's 70th Birthday, Volume III / edited by Ian B. MacNeill, Gary J. Umphrey, Richard A. L. Carter, A. Ian McLeod, Aman Ullah |
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Imprint | Dordrecht : Springer Netherlands, 1987 |
Connect to | http://dx.doi.org/10.1007/978-94-009-4790-0 |
Descript | XX, 396 p. online resource |
Approximation of Linear Systems -- Some Reflections on the Modelling of Time Series -- Model Selection and Forecasting: A Semi-Automatic Approach -- Smoothness in Regression: Asymptotic Considerations -- A Fast Graphical Goodness of Fit Test for Time Series Models -- Outliers in Time Series -- Predicting Demands in a Multi-Item Environment -- On the Efficiency of a Strongly Consistent Estimator in ARMA Models -- Recent Results for Time Series in M Dimensions -- Time Series Valued Experimental Designs: One-Way Analysis of Variance with Autocorrelated Errors -- Monthly versus Annual Revisions of Concurrent Seasonally Adjusted Series -- A Walsh-Fourier Approach to the Analysis of Binary Time Series -- Excitation of Geophysical Systems with Fractal Flicker Noise -- On Some ECF Procedures for Testing Independence -- Are Economic Variables Really Integrated of Order One? -- Fractional Matrix Calculus and the Distribution of Multivariate Tests -- On Robustness of Tests of Linear Restrictions in Regression Models with Elliptical Error Distributions -- Nonparametric Inference In Econometrics: New Applications -- Confidence Intervals for Ridge Regression Parameters -- Asymptotic Properties of Single Equation Errors in Variables Estimators in Rational Expectations Models -- Linear Wald Methods for Inference on Covariances and Weak Exogeneity Tests in Structural Equations -- The Finite Sample Moments of OLS in Dynamic Models When Disturbances are Small -- The Approximate Moments of the 3SLS Reduced Form Estimator and a MELO Combination of OLS-3SLS for Prediction -- Bootstrapping and Forecast Uncertainty: A Monte Carlo Analysis -- Use of the Mean Squared Errors of Forecasts in Testing for Structural Shift: A Comparison with the Chow Test for an Undersized Case