Share

Regression and Time Series Model Selection

1998 Mathematics
Download Regression and Time Series Model Selection PDF Online Free

Author :
Release : 1998
Genre : Mathematics
Kind : eBook
Book Rating : 42X/5 ( reviews)

GET EBOOK


Book Synopsis Regression and Time Series Model Selection by : Allan D. R. McQuarrie

Download or read book Regression and Time Series Model Selection written by Allan D. R. McQuarrie. This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt: This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.

Forecasting: principles and practice

2018-05-08 Business & Economics
Download Forecasting: principles and practice PDF Online Free

Author :
Release : 2018-05-08
Genre : Business & Economics
Kind : eBook
Book Rating : 117/5 ( reviews)

GET EBOOK


Book Synopsis Forecasting: principles and practice by : Rob J Hyndman

Download or read book Forecasting: principles and practice written by Rob J Hyndman. This book was released on 2018-05-08. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Regression and Time Series Model Selection

1998 Mathematics
Download Regression and Time Series Model Selection PDF Online Free

Author :
Release : 1998
Genre : Mathematics
Kind : eBook
Book Rating : 452/5 ( reviews)

GET EBOOK


Book Synopsis Regression and Time Series Model Selection by : Allan D. R. McQuarrie

Download or read book Regression and Time Series Model Selection written by Allan D. R. McQuarrie. This book was released on 1998. Available in PDF, EPUB and Kindle. Book excerpt: This important book describes procedures for selecting a model from a large set of competing statistical models. It includes model selection techniques for univariate and multivariate regression models, univariate and multivariate autoregressive models, nonparametric (including wavelets) and semiparametric regression models, and quasi-likelihood and robust regression models. Information-based model selection criteria are discussed, and small sample and asymptotic properties are presented. The book also provides examples and large scale simulation studies comparing the performances of information-based model selection criteria, bootstrapping, and cross-validation selection methods over a wide range of models.

Applied Econometrics with R

2008-12-10 Business & Economics
Download Applied Econometrics with R PDF Online Free

Author :
Release : 2008-12-10
Genre : Business & Economics
Kind : eBook
Book Rating : 185/5 ( reviews)

GET EBOOK


Book Synopsis Applied Econometrics with R by : Christian Kleiber

Download or read book Applied Econometrics with R written by Christian Kleiber. This book was released on 2008-12-10. Available in PDF, EPUB and Kindle. Book excerpt: R is a language and environment for data analysis and graphics. It may be considered an implementation of S, an award-winning language initially - veloped at Bell Laboratories since the late 1970s. The R project was initiated by Robert Gentleman and Ross Ihaka at the University of Auckland, New Zealand, in the early 1990s, and has been developed by an international team since mid-1997. Historically, econometricians have favored other computing environments, some of which have fallen by the wayside, and also a variety of packages with canned routines. We believe that R has great potential in econometrics, both for research and for teaching. There are at least three reasons for this: (1) R is mostly platform independent and runs on Microsoft Windows, the Mac family of operating systems, and various ?avors of Unix/Linux, and also on some more exotic platforms. (2) R is free software that can be downloaded and installed at no cost from a family of mirror sites around the globe, the Comprehensive R Archive Network (CRAN); hence students can easily install it on their own machines. (3) R is open-source software, so that the full source code is available and can be inspected to understand what it really does, learn from it, and modify and extend it. We also like to think that platform independence and the open-source philosophy make R an ideal environment for reproducible econometric research.

Time Series Analysis Univariate and Multivariate Methods

2018-03-14 Time-series analysis
Download Time Series Analysis Univariate and Multivariate Methods PDF Online Free

Author :
Release : 2018-03-14
Genre : Time-series analysis
Kind : eBook
Book Rating : 366/5 ( reviews)

GET EBOOK


Book Synopsis Time Series Analysis Univariate and Multivariate Methods by : William W. S. Wei

Download or read book Time Series Analysis Univariate and Multivariate Methods written by William W. S. Wei. This book was released on 2018-03-14. Available in PDF, EPUB and Kindle. Book excerpt: With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.

You may also like...