skip to content
Bayesian methods applied to time series data Preview this item
ClosePreview this item
Checking...

Bayesian methods applied to time series data

Author: Thomas B Fomby
Publisher: Greenwich, Conn. : JAI Press, ©1996.
Series: Advances in econometrics, v. 11, pt. B.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This 11th volume in the series discusses a variety of topics in the field of advances in econometrics.

Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Online version:
Bayesian methods applied to time series data.
Greenwich, Conn. : JAI Press, ©1996
(OCoLC)988580520
Document Type: Book
All Authors / Contributors: Thomas B Fomby
ISBN: 1559389745 9781559389747 1559389729 9781559389723
OCLC Number: 35360132
Description: xi, 281 pages : illustrations ; 24 cm.
Contents: Part 1 Unit roots and cointegration: identification restrictions and posterior densities in cointegrated Gaussian VAR systems, Luc Bauwens and Michel Lubrano; trends and cycles as unobserved components in macroeconomic time series - a Bayesian perspective, David N. DeJong and Charles H. Whiteman; a Bayesian analysis of unit root and cointegration with an application to a Yen-Dollar exchange rate model, Hiroki Tsurumi and Hajime Wago. Part 2 Time series with structural breaks: analyzing threshold autoregressions with a Bayesian approach, Peyton Cook and Lyle Broemeling; a Bayesian search for structural breaks in US GNP, David N. DeJong; are interest rates responsible for unemployment in the eighties? a Bayesian analysis of cointegrated relationship with a regime shift, David de la Croix and Michel Lubrano; forecasting and assessing structural change using the Bayesian dynamic linear model - the case of promotional campaigns, Andy Pole. Part 3 Applied time series analysis: the term structure of interest rates - an empirical investigation using multiprocess mixture models, Basma Bekdache; price and trading volume effects of introducing foreign exchange futures options trading, Robert A. Connolly; Bayesian forecasting with stable seasonal patterns, Enrique de Alba and Manuel Mendoza; scored sequential forecasting of New Zealand foreign exchange rates using mixture distribution, Garce Johnson et al.
Series Title: Advances in econometrics, v. 11, pt. B.
Responsibility: volume editor, Thomas B. Fomby.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/35360132> # Bayesian methods applied to time series data
    a schema:CreativeWork, schema:Book ;
   library:oclcnum "35360132" ;
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/ctu> ;
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/39826137#Place/greenwich_conn> ; # Greenwich, Conn.
   schema:about <http://experiment.worldcat.org/entity/work/data/39826137#Topic/tijdreeksen> ; # Tijdreeksen
   schema:about <http://dewey.info/class/33/> ;
   schema:about <http://experiment.worldcat.org/entity/work/data/39826137#Topic/methode_van_bayes> ; # Methode van Bayes
   schema:about <http://experiment.worldcat.org/entity/work/data/39826137#Topic/serie_chronologique> ; # Série chronologique
   schema:about <http://experiment.worldcat.org/entity/work/data/39826137#Topic/statistique_bayesienne> ; # Statistique bayésienne
   schema:about <http://id.worldcat.org/fast/1151190> ; # Time-series analysis
   schema:about <http://id.worldcat.org/fast/829019> ; # Bayesian statistical decision theory
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/62145382> ; # Thomas B. Fomby
   schema:copyrightYear "1996" ;
   schema:datePublished "1996" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/39826137> ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/39826137#Series/advances_in_econometrics> ; # Advances in econometrics ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/988580520> ;
   schema:name "Bayesian methods applied to time series data"@en ;
   schema:productID "35360132" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/35360132#PublicationEvent/greenwich_conn_jai_press_1996> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/39826137#Agent/jai_press> ; # JAI Press
   schema:workExample <http://worldcat.org/isbn/9781559389747> ;
   schema:workExample <http://worldcat.org/isbn/9781559389723> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/35360132> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/39826137#Place/greenwich_conn> # Greenwich, Conn.
    a schema:Place ;
   schema:name "Greenwich, Conn." ;
    .

<http://experiment.worldcat.org/entity/work/data/39826137#Series/advances_in_econometrics> # Advances in econometrics ;
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/35360132> ; # Bayesian methods applied to time series data
   schema:name "Advances in econometrics ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/39826137#Topic/serie_chronologique> # Série chronologique
    a schema:Intangible ;
   schema:name "Série chronologique"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/39826137#Topic/statistique_bayesienne> # Statistique bayésienne
    a schema:Intangible ;
   schema:name "Statistique bayésienne"@fr ;
    .

<http://id.worldcat.org/fast/1151190> # Time-series analysis
    a schema:Intangible ;
   schema:name "Time-series analysis"@en ;
    .

<http://id.worldcat.org/fast/829019> # Bayesian statistical decision theory
    a schema:Intangible ;
   schema:name "Bayesian statistical decision theory"@en ;
    .

<http://viaf.org/viaf/62145382> # Thomas B. Fomby
    a schema:Person ;
   schema:familyName "Fomby" ;
   schema:givenName "Thomas B." ;
   schema:name "Thomas B. Fomby" ;
    .

<http://worldcat.org/isbn/9781559389723>
    a schema:ProductModel ;
   schema:isbn "1559389729" ;
   schema:isbn "9781559389723" ;
    .

<http://worldcat.org/isbn/9781559389747>
    a schema:ProductModel ;
   schema:isbn "1559389745" ;
   schema:isbn "9781559389747" ;
    .

<http://www.worldcat.org/oclc/988580520>
    a schema:CreativeWork ;
   rdfs:label "Bayesian methods applied to time series data." ;
   schema:description "Online version:" ;
   schema:isSimilarTo <http://www.worldcat.org/oclc/35360132> ; # Bayesian methods applied to time series data
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.