search for books and compare prices
Tables of Contents for Time Series Models for Business and Economic Forecasting
Chapter/Section Title
Page #
Page Count
Preface
ix
1 Introduction and overview
1
7
2 Key features of economic time series
8
23
2.1 Trends
9
4
2.2 Seasonality
13
7
2.3 Aberrant observations
20
4
2.4 Conditional heteroskedasticity
24
1
2.5 Non-linearity
25
2
2.6 Common features
27
4
3 Useful concepts in univariate time series analysis
31
36
3.1 Autoregressive moving average models
32
10
3.2 Autocorrelation and identification
42
11
3.3 Estimation and diagnostic measures
53
5
3.4 Model selection
58
2
3.5 Forecasting
60
7
4 Trends
67
30
4.1 Modeling trends
69
11
4.2 Testing for unit roots
80
8
4.3 Testing for stationarity
88
1
4.4 Forecasting
89
8
5 Seasonality
97
31
5.1 Typical features of seasonal time series
99
7
5.2 Seasonal unit roots
106
12
5.3 Periodic models
118
7
5.4 Miscellaneous topics
125
3
6 Aberrant observations
128
27
6.1 Modeling aberrant observations
130
14
6.2 Testing for aberrant observations
144
4
6.3 Irregular data and unit roots
148
7
7 Conditional heteroskedasticity
155
19
7.1 Models for conditional heteroskedasticity
156
9
7.2 Specification and forecasting
165
6
7.3 Various extensions
171
3
8 Non-linearity
174
17
8.1 Some models and their properties
176
5
8.2 Empirical specification strategy
181
10
9 Multivariate time series
191
22
9.1 Representations
194
7
9.2 Empirical model building
201
5
9.3 Use of VAR models
206
7
10 Common features
213
28
10.1 Some preliminaries for a bivariate time series
214
7
10.2 Common trends and cointegration
221
14
10.3 Common seasonality and other features
235
6
Data appendix
241
20
References
261
13
Author index
274
4
Subject index
278