Time Series Analysis by Charles W Ostrom

Time Series Analysis by Charles W Ostrom

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Résumé

The great advantage of time series regression analysis is that it can both explain the past and predict the future behavior of variables. This volume explores the regression (or structural equation) approach to the analysis of time series data. It also introduces the Box-Jenkins time series method in an attempt to bridge partially the gap between the two approaches.

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Time Series Analysis by Charles W Ostrom

"The text gives a good basis for understanding the ideas of the time series models and estimation, without overwhelming readers with the complexity of the subject." --Journal of the American Statistical Association Completely revised and updated, this second edition of Time Series Analysis examines techniques for the study of change based on regression analysis. Ostrom demonstrates how these regression techniques may be employed for hypothesis testing, estimating, and forecasting. In addition, analysis strategies for both lagged and nonlagged models are presented and alternative time-dependent processes are explored.
Charles W. Ostrom, Jr. is a Professor of Political Science. Professor Ostrom joined the MSU faculty in 1974 and taught in the Political Science Department continuously with the exception of sabbaticals at the University of Minnesota (1982-83), University of Nebraska-Lincoln (1992-93), and National Center for State Courts (2000-2001). Professor Ostrom received his Ph.D. from Indiana University in 1975. Professor Ostrom’s current professional interests are focused on US trial courts. His work includes work on criminal sentencing, racial discrimination, trial court culture, judicial workload, and court performance. The aforementioned work has been funded by the National Institute of Justice. Professor Ostrom received the American Council on Education Fellowship for the 1992-93 class.
SKU Non disponible
ISBN 13 9780803931350
ISBN 10 0803931352
Titre Time Series Analysis
Auteur Charles W Ostrom
Série Quantitative Applications In The Social Sciences
État Non disponible
Type de reliure Paperback
Éditeur Sage Publications, Inc
Année de publication 1990-03-13
Nombre de pages 96
Note de couverture La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note Non disponible