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ISBN: 113731303X 0230243304 Year: 2017 Publisher: London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan,
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This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
Econometrics. --- Economics. --- Time-series analysis. --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Economics, Mathematical --- Statistics
Book
ISBN: 3030705382 3030705374 Year: 2021 Publisher: Cham, Switzerland : Springer,
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Business enterprises --- Management --- Personnel management --- Corporations --- Employment management --- Human resource management --- Human resources management --- Manpower utilization --- Personnel administration --- Public administration --- Employees --- Employment practices liability insurance --- Supervision of employees --- Business organizations --- Businesses --- Companies --- Enterprises --- Firms --- Organizations, Business --- Business --- Technological innovations --- Economic aspects --- Breakthroughs, Technological --- Innovations, Industrial --- Innovations, Technological --- Technical innovations --- Technological breakthroughs --- Technological change --- Creative ability in technology --- Inventions --- Domestication of technology --- Innovation relay centers --- Research, Industrial --- Technology transfer
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