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20190514115713.0 |
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180709t20192019njua ob 001 0 eng |
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|a 2018032640
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|a DLC
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|a 9781119431855
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|a CHVBK
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|a CHNEW
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|b 000063604048
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|a GBVCP
|b 1048688186
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|a AU@
|b 000065212074
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|a (OCoLC)1043956608
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|a pcc
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|a QA280
|b .P36 2019
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|a MAT
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|a 515.5/5
|2 23
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|a MAIN
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|a Paolella, Marc S.,
|e author.
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|a Linear models and time-series analysis :
|b regression, ANOVA, ARMA and GARCH /
|c Marc S. Paolella, Department of Banking and Finance, University of Zurich, Switzerland.
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|a Hoboken, NJ :
|b John Wiley & Sons, Inc.,
|c 2019.
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|c ©2019
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| 300 |
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|a 1 online resource (xvi, 880 pages).
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Wiley series in probability and statistics
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|a Includes bibliographical references and index.
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|a Cover; Title Page; Copyright; Contents; Preface; Part I Linear Models: Regression and ANOVA; Chapter 1 The Linear Model; 1.1 Regression, Correlation, and Causality; 1.2 Ordinary and Generalized Least Squares; 1.2.1 Ordinary Least Squares Estimation; 1.2.2 Further Aspects of Regression and OLS; 1.2.3 Generalized Least Squares; 1.3 The Geometric Approach to Least Squares; 1.3.1 Projection; 1.3.2 Implementation; 1.4 Linear Parameter Restrictions; 1.4.1 Formulation and Estimation; 1.4.2 Estimability and Identifiability; 1.4.3 Moments and the Restricted GLS Estimator; 1.4.4 Testing With h=0
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|a 1.4.5 Testing With Nonzero h1.4.6 Examples; 1.4.7 Confidence Intervals; 1.5 Alternative Residual Calculation; 1.6 Further Topics; 1.7 Problems; 1.A Appendix: Derivation of the BLUS Residual Vector; 1.B Appendix: The Recursive Residuals; 1.C Appendix: Solutions; Chapter 2 Fixed Effects ANOVA Models; 2.1 Introduction: Fixed, Random, and Mixed Effects Models; 2.2 Two Sample t-Tests for Differences in Means; 2.3 The Two Sample t-Test with Ignored Block Effects; 2.4 One-Way ANOVA with Fixed Effects; 2.4.1 The Model; 2.4.2 Estimation and Testing; 2.4.3 Determination of Sample Size
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|a 2.4.4 The ANOVA Table2.4.5 Computing Confidence Intervals; 2.4.6 A Word on Model Assumptions; 2.5 Two-Way Balanced Fixed Effects ANOVA; 2.5.1 The Model and Use of the Interaction Terms; 2.5.2 Sums of Squares Decomposition Without Interaction; 2.5.3 Sums of Squares Decomposition With Interaction; 2.5.4 Example and Codes; Chapter 3 Introduction to Random and Mixed Effects Models; 3.1 One-Factor Balanced Random Effects Model; 3.1.1 Model and Maximum Likelihood Estimation; 3.1.2 Distribution Theory and ANOVA Table; 3.1.3 Point Estimation, Interval Estimation, and Significance Testing
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|a 3.1.4 Satterthwaite's Method3.1.5 Use of SAS; 3.1.6 Approximate Inference in the Unbalanced Case; 3.1.6.1 Point Estimation in the Unbalanced Case; 3.1.6.2 Interval Estimation in the Unbalanced Case; 3.2 Crossed Random Effects Models; 3.2.1 Two Factors; 3.3 Nested Random Effects Models; 3.3.1 Two Factors; 3.3.1.3 Mixed Model Case; 3.3.2 Three Factors; 3.3.2.1 All Effects Random; 3.3.2.2 Mixed: Classes Fixed; 3.3.2.3 Mixed: Classes and Subclasses Fixed; 3.4 Problems; 3.A Appendix: Solutions; Part II Time Series Analysis: ARMAX Processes; Chapter 4 The AR(1) Model; 4.1 Moments and Stationarity
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|a 4.2 Order of Integration and Long-Run Variance4.3 Least Squares and ML Estimation; 4.3.1 OLS Estimator of a; 4.3.2 Likelihood Derivation I; 4.3.3 Likelihood Derivation II; 4.3.4 Likelihood Derivation III; 4.3.5 Asymptotic Distribution; 4.4 Forecasting; 4.5 Small Sample Distribution of the OLS and ML Point Estimators; 4.6 Alternative Point Estimators of a; 4.6.1 Use of the Jackknife for Bias Reduction; 4.6.2 Use of the Bootstrap for Bias Reduction; 4.6.3 Median-Unbiased Estimator; 4.6.4 Mean-Bias Adjusted Estimator; 4.6.5 Mode-Adjusted Estimator; 4.6.6 Comparison
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| 526 |
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|a CS241 - Bachelor of Science (Hons.) Statistics
|z Reference Materials
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| 588 |
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|a Description based on online resource; title from digital title page (viewed on November 26, 2018).
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| 650 |
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|a Time-series analysis.
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| 650 |
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|a Linear models (Statistics)
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| 650 |
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7 |
|a Linear models (Statistics)
|2 fast
|0 (OCoLC)fst00999084
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| 650 |
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7 |
|a Time-series analysis.
|2 fast
|0 (OCoLC)fst01151190
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| 650 |
|
7 |
|a MATHEMATICS / Calculus.
|2 bisacsh
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| 650 |
|
7 |
|a MATHEMATICS / Mathematical Analysis.
|2 bisacsh
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| 655 |
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4 |
|a Electronic books.
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| 720 |
1 |
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|a Faculty Computer and Mathematical Sciences
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| 720 |
1 |
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|a Siti Nurhafizah Mohd Shafie
|e Requestor
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| 776 |
0 |
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|i Print version:
|a Paolella, Marc S.
|t Linear models and time-series analysis.
|d Hoboken, NJ : John Wiley & Sons, 2018
|z 9781119431909
|w (DLC) 2018023718
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| 830 |
|
0 |
|a Wiley series in probability and statistics.
|
| 856 |
4 |
0 |
|u https://ezaccess.library.uitm.edu.my/login?url=https://doi.org/10.1002/9781119432036
|z View fulltext via EzAccess
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| 994 |
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|a C0
|b DG1
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