Research Catalog

Title

The New Palgrave : time series and statistics / edited by John Eatwell, Murray Milgate, Peter Newman.

Publication

New York : Norton, 1990.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Eatwell, John.
• Milgate, Murray
• Newman, Peter, 1928-2001.

Description

xii, 325 p.; 25 cm.

Alternative Title

• Time series and statistics.
• Time series and statistics

Subject

• Time-series analysis
• Statistics
• Economics, Mathematical

Genre/Form

Statistics

Note

• "First published in the New Palgrave: a dictionary of economics ... in four volumes, 1987"--T.p. verso.

Bibliography (note)

• Includes bibliographical references.

Processing Action (note)

• committed to retain

Contents

Statistical inference in time series / Peter Whittle -- ARIMA models / A.C. Harvey -- Autoregressive and moving average time-series models / Marc Nerlove and Francis X. Diebold -- Bayesian inference / Arnold Zellner -- Continuous and discrete time models / Christopher A. Sims -- Edgeworth as a statistician / Stephen M. Stigler -- Ergodic theory / William Parry -- Estimation / Marc Nerlove and Francis X. Diebold -- Factor analysis / Irma Adelman -- Ronald Aylmer Fisher / A.W.F. Edwards -- Forecasting / Clive W.J. Granger -- Heteroskedasticity / J. Kmenta -- Harold Hotelling / Kenneth J. Arrow -- Hypothesis testing / Gregory C. Chow -- Least squares / Halbert White -- Likelihood / A.W.F. Edwards -- Martingales / Alan F. Karr -- Maximum likelihood / Robert L. Basmann -- Meaningfulness and invariance / Louis Narens and R. Duncan Luce -- Mean value / Soo Hong Chew -- Measurement / R. Duncan Luce and Louis Narens -- Monte Carlo methods / John G. Cragg -- Multivariate time series models / Christopher A. Sims -- Non-parametric statistical methods / Joseph L. Gastwirth -- Outliers / William S. Krasker -- Prediction / Peter Whittle -- Principal components / T. Kloek -- Randomization / James O. Berger -- Random variables / I. Richard Savage -- Regression and correlation analysis / Dennis V. Lindley -- Residuals / F.J. Anscombe -- Semiparametric estimation / Stephen R. Cosslett -- Sequential analysis / James O. Berger -- Eugen Slutsky / Giancarlo Gandolfo -- Spectral analysis / Clive W. Granger -- Spline functions / Dale J. Poirier -- Stationary time series / E.J. Hannan -- Statistical decision theory / James O. Berger -- Statistical inference / Dennis V. Lindley -- Time series analysis / Marc Nerlove and Francis X. Diebold -- Transformation of statistical variables / D.R. Cox -- Abraham Wald / E.R. Weintraub -- Weiner process / A.G. Malliaris.

ISBN

• 0393027376 :
• 0393958620 (pbk.)

OCLC

22481031

Owning Institutions

Harvard Library