Von dem Buch Linear Models with Correlated Disturbances haben wir 3 gleiche oder sehr ähnliche Ausgaben identifiziert!
Falls Sie nur an einem bestimmten Exempar interessiert sind, können Sie aus der folgenden Liste jenes wählen, an dem Sie interessiert sind:
100%: Paul Knottnerus: Linear Models with Correlated Disturbances (ISBN: 9783642483837) in Deutsch, auch als eBook.Nur diese Ausgabe anzeigen…
100%: Knottnerus, Paul: Linear Models with Correlated Disturbances. ( = Lecture Notes in Economics and Mathematical Systems, 358) . (ISBN: 9780387539010) 1991, Springer Heidelberg, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
100%: Knottnerus, Paul: Linear Models with Correlated Disturbances (ISBN: 9783540539018) 1991, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
Linear Models with Correlated Disturbances - 11 Angebote vergleichen
Bester Preis: € 79,34 (vom 05.02.2018)1
Linear Models with Correlated Disturbances
~EN PB NWISBN: 9783540539018 bzw. 3540539018, vermutlich in Englisch, Springer Shop, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, In Stock.
In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner. Soft cover.
In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner. Soft cover.
2
Linear Models with Correlated Disturbances (Lecture Notes in Economics and Mathematical Systems) (1991)
EN PB US RPISBN: 9783540539018 bzw. 3540539018, in Englisch, 196 Seiten, Springer, Taschenbuch, gebraucht, Nachdruck.
Neu ab: $128.42 (13 Angebote)
Gebraucht ab: $102.56 (6 Angebote)
Zu den weiteren 19 Angeboten bei Amazon.com
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days, tatsächliche Versandkosten können abweichen.
Von Händler/Antiquariat, frugalread.
In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner. Perfect Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1991, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 1991-06-03, Freigegeben: 1991-05-07, Studio: Springer.
Von Händler/Antiquariat, frugalread.
In each chapter of this volume some specific topics in the econometric analysis of time series data are studied. All topics have in common the statistical inference in linear models with correlated disturbances. The main aim of the study is to give a survey of new and old estimation techniques for regression models with disturbances that follow an autoregressive-moving average process. In the final chapter also several test strategies for discriminating between various types of autocorrelation are discussed. In nearly all chapters it is demonstrated how useful the simple geometric interpretation of the well-known ordinary least squares (OLS) method is. By applying these geometric concepts to linear spaces spanned by scalar stochastic variables, it emerges that well-known as well as new results can be derived in a simple geometric manner, sometimes without the limiting restrictions of the usual derivations, e. g. , the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The outline of the book is as follows. In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme. Firstly, the appropriate lower triangular transformation matrix is derived for the case that the disturbances follow a moving average process of order q (MA(q». It turns out that the calculations can be carried out either analytically or in a recursive manner. Perfect Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1991, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 1991-06-03, Freigegeben: 1991-05-07, Studio: Springer.
3
Linear Models with Correlated Disturbances (Lecture Notes in Economics and Mathematical Systems) (1991)
EN PB NW RPISBN: 9783540539018 bzw. 3540539018, in Englisch, 212 Seiten, Springer, Taschenbuch, neu, Nachdruck.
Neu ab: £88.00 (6 Angebote)
Gebraucht ab: £114.24 (4 Angebote)
Zu den weiteren 10 Angeboten bei Amazon.co.uk
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Usually dispatched within 24 hours.
Von Händler/Antiquariat, Amazon.co.uk.
The main aim of this volume is to give a survey of new and old estimation techniques for regression models with correlated disturbances, especially with autoregressive-moving average disturbances. In nearly all chapters the usefulness of the simple geometric interpretation of the classical ordinary Least Squares method is demonstrated. It emerges that both well-known and new results can be derived in a simple geometric manner, e.g., the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The same geometric interpretation also shows that disturbances which follow an arbitrary correlation process can easily be transformed into a white noise sequence. This is of special interest for Maximum Likelihood estimation. Attention is paid to the appropriate estimation method for the specific situation that observations are missing. Maximum Likelihood estimation of dynamic models is also considered. The final chapter is concerned with several test strategies for detecting the genuine correlation structure among the disturbances. The geometric approach throughout the book provides a coherent insight in apparently different subjects in the econometric field of time series analysis. Perfect Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1991, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 1991-05-07, Freigegeben: 1991-05-07, Studio: Springer.
Von Händler/Antiquariat, Amazon.co.uk.
The main aim of this volume is to give a survey of new and old estimation techniques for regression models with correlated disturbances, especially with autoregressive-moving average disturbances. In nearly all chapters the usefulness of the simple geometric interpretation of the classical ordinary Least Squares method is demonstrated. It emerges that both well-known and new results can be derived in a simple geometric manner, e.g., the conditional normal distribution, the Kalman filter equations and the Cramer-Rao inequality. The same geometric interpretation also shows that disturbances which follow an arbitrary correlation process can easily be transformed into a white noise sequence. This is of special interest for Maximum Likelihood estimation. Attention is paid to the appropriate estimation method for the specific situation that observations are missing. Maximum Likelihood estimation of dynamic models is also considered. The final chapter is concerned with several test strategies for detecting the genuine correlation structure among the disturbances. The geometric approach throughout the book provides a coherent insight in apparently different subjects in the econometric field of time series analysis. Perfect Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1991, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 1991-05-07, Freigegeben: 1991-05-07, Studio: Springer.
4
Linear Models with Correlated Disturbances (1991)
EN PB NW RPISBN: 9783540539018 bzw. 3540539018, in Englisch, 196 Seiten, Springer, Taschenbuch, neu, Nachdruck.
Lieferung aus: Kanada, Usually ships in 24 hours.
Von Händler/Antiquariat, Amazon.ca.
Perfect Paperback, Edition: Softcover reprint of the original 1st ed. 1991, Label: Springer, Springer, Product group: Book, Published: 1991-06-03, Release date: 1991-05-07, Studio: Springer.
Von Händler/Antiquariat, Amazon.ca.
Perfect Paperback, Edition: Softcover reprint of the original 1st ed. 1991, Label: Springer, Springer, Product group: Book, Published: 1991-06-03, Release date: 1991-05-07, Studio: Springer.
5
Linear Models with Correlated Disturbances
EN PB NWISBN: 9783540539018 bzw. 3540539018, in Englisch, Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
Linear Models with Correlated Disturbances (1991)
~EN PB NW RPISBN: 3540539018 bzw. 9783540539018, vermutlich in Englisch, Springer, Berlin/Heidelberg, Deutschland, Taschenbuch, neu, Nachdruck.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Linear Models with Correlated Disturbances. ( = Lecture Notes in Economics and Mathematical Systems, 358) . (1991)
EN PBISBN: 9780387539010 bzw. 0387539018, in Englisch, Springer Heidelberg, Taschenbuch.
Von Händler/Antiquariat, ralfs-buecherkiste [54202959], Herzfelde, D-, Germany.
1 196 Seiten Sehr guter Zustand/ very good Paperback.
1 196 Seiten Sehr guter Zustand/ very good Paperback.
8
Symbolbild
Linear Models With Correlated Disturbances (Lecture Notes in Economics and Mathematical Systems) (1991)
~EN PB US RPISBN: 9783540539018 bzw. 3540539018, vermutlich in Englisch, Springer, Taschenbuch, gebraucht, Nachdruck.
Lieferung aus: Vereinigte Staaten von Amerika, plus shipping, Shipping area: DOM.
Von Händler/Antiquariat, ExtremelyReliable, TX, Richmond, [RE:3].
Perfect Paperback, Softcover reprint of the origina.
Von Händler/Antiquariat, ExtremelyReliable, TX, Richmond, [RE:3].
Perfect Paperback, Softcover reprint of the origina.
9
Linear Models with Correlated Disturbances
DE NW EBISBN: 9783642483837 bzw. 3642483836, in Deutsch, Springer Nature, neu, E-Book.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Lagernd.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
10
Linear Models with Correlated Disturbances
~EN NWISBN: 9783540539018 bzw. 3540539018, vermutlich in Englisch, Springer Berlin Heidelberg, neu.
Lieferung aus: Kanada, In Stock, plus shipping.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Lade…