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- catalog contributor b2679137.
- catalog created "c1990.".
- catalog date "1990".
- catalog date "c1990.".
- catalog dateCopyrighted "c1990.".
- catalog description "Includes bibliographical references.".
- catalog description "Time series regression analysis: nonlagged case -- A ratio goal hypothesis -- The error term -- Time series regression model -- Nonautoregression assumption -- Consequences of violating the nonautoregression assumption -- Conventional tests for autocorrelation -- An alternative method of estimation -- EGLS estimation (first-order autocorrelation) -- Small sample properties -- The ratio goal hypothesis reconsidered -- Extension to multiple regression -- Alternative time-dependent processes -- Alternative processes -- Testing for higher-order processes -- Process identification -- Estimation -- Example: estimation of models with errors generated by alternative time-dependent princesses -- Example: ratio goal model reconsidered -- Time series regression analysis: lagged case -- Distributed lag models -- Lagged endogenous variables -- Testing for autocorrelation in models with lagged endogenous variables -- Estimation -- EGLS estimation -- Example: a revised ratio goal model -- Interpreting distributed lag models -- Forecasting -- Forecast error -- Forecast generation -- Modifying the forecasting equation -- Forecast evaluation -- Example: forecasting U.S. defense expenditures.".
- catalog extent "95 p. :".
- catalog isPartOf "Quantitative applications in the social sciences ; no. 07-009.".
- catalog isPartOf "Quantitative applications in the social sciences ; no. 9".
- catalog issued "1990".
- catalog issued "c1990.".
- catalog language "eng".
- catalog publisher "Newberry Park, Calif. : Sage Publications,".
- catalog subject "300/.1/51955 20".
- catalog subject "HA30.3 .O88 1990".
- catalog subject "Regression analysis.".
- catalog subject "Social sciences Statistical methods.".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "Time series regression analysis: nonlagged case -- A ratio goal hypothesis -- The error term -- Time series regression model -- Nonautoregression assumption -- Consequences of violating the nonautoregression assumption -- Conventional tests for autocorrelation -- An alternative method of estimation -- EGLS estimation (first-order autocorrelation) -- Small sample properties -- The ratio goal hypothesis reconsidered -- Extension to multiple regression -- Alternative time-dependent processes -- Alternative processes -- Testing for higher-order processes -- Process identification -- Estimation -- Example: estimation of models with errors generated by alternative time-dependent princesses -- Example: ratio goal model reconsidered -- Time series regression analysis: lagged case -- Distributed lag models -- Lagged endogenous variables -- Testing for autocorrelation in models with lagged endogenous variables -- Estimation -- EGLS estimation -- Example: a revised ratio goal model -- Interpreting distributed lag models -- Forecasting -- Forecast error -- Forecast generation -- Modifying the forecasting equation -- Forecast evaluation -- Example: forecasting U.S. defense expenditures.".
- catalog title "Time series analysis : regression techniques / Charles W. Ostrom, Jr.".
- catalog type "text".