发帖
雷达卡
出版社:London: Timberlake Consultants Press. (ISBN 0-9533394-4-0).
时间:2000
章节内容:
Chapter List of Figures . . . . . . xv
Chapter List of Tables . . . . . . xvii
Chapter Preface . . . . . . xix
Chapter The Authors . . . . . . xxi
PART I Prologue . . . . . . 1
Chapter 1 Introduction . . . . . . 3
Chapter 2 Getting Started . . . . . . 18
PART II Tutorials on Structural Time Series Modelling . . . . . . 27
Chapter 3 Introduction to Univariate Modelling . . . . . . 29
Chapter 4 Tutorial on Components . . . . . . 42
Chapter 5 Tutorial on Interventions and Explanatory Variables . . . . . . 58
Chapter 6 Tutorial on Multivariate Models . . . . . . 74
Chapter 7 Applications in Macroeconomics and Finance . . . . . . 91
Chapter 8 Tutorial on Model Building and Testing . . . . . . 103
PART III Statistical Output . . . . . . 131
Chapter 9 Descriptive Statistics . . . . . . 133
Chapter 10 Statistical Treatment of Models . . . . . . 140
Chapter 11 Model Output . . . . . . 172
Chapter A1 STAMP Batch Language . . . . . . 186
Chapter A2 Numerical Changes from Previous Versions . . . . . . 190
A2.1 From version 5 to 6 . . . . . . 190
Chapter References . . . . . . 191
Chapter Author Index . . . . . . 197
Chapter Subject Index . . . . . . 199
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