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OverviewFull Product DetailsAuthor: Estela Bee Dagum , Pierre A. CholettePublisher: Springer-Verlag New York Inc. Imprint: Springer-Verlag New York Inc. Edition: 2006 ed. Volume: 186 Dimensions: Width: 15.50cm , Height: 2.20cm , Length: 23.50cm Weight: 1.320kg ISBN: 9780387311029ISBN 10: 0387311025 Pages: 410 Publication Date: 10 May 2006 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsThe Components of Time Series.- The Cholette-Dagum Regression-Based Benchmarking Method - The Additive Model.- Covariance Matrices for Benchmarking and Reconciliation Methods.- The Cholette-Dagum Regression-Based Benchmarking Method - The Multiplicative Model.- The Denton Method and its Variants.- Temporal Distribution, Interpolation and Extrapolation.- Signal Extraction and Benchmarking.- Calendarization.- A Unified Regression-Based Framework for Signal Extraction, Benchmarking and Interpolation.- Reconciliation and Balancing Systems of Time Series.- Reconciling One-Way Classified Systems of Time Series.- Reconciling the Marginal Totals of Two-Way Classified Systems of Series.- Reconciling Two-Way Classifed Systems of Series.ReviewsFrom the reviews: It is an excellent reference book for people working in this area. B. Abraham for Short Book Reviews of the ISI, December 2006 The book's intended audience is students in graduate and final-year undergraduate courses in econometrics and time series analysis, who could use it as a textbook, as well as researchers and practitioners in governments and business, who could use it as a reference book. ... This book provides a good, detailed discussion of the statistical methods used by statistical agencies for adjusting time series data from official statistics. The chapters are quite self-contained, facilitating the book's use as a reference. (Andreas Karlsson, Technometrics, Vol. 49 (4), 2007) This book is a very detailed course on statistical methods for such adjustments, focused on bench marking, interpolation, temporal distribution, calendarization, and reconciliation. ... Each chapter of the book is self-contained and illustrates the methods discussed with a large number of real data examples. The book can be recommended as a very useful textbook for students as well as a reference book for researchers and practitioners in this field. (Ryszard Doman, Zentralblatt MATH, Vol. 1107 (9), 2007) Time series play a central role in contemporary modern economics. ... the authors discuss several procedures, widely used by statistical agencies, for such adjustments as benchmarking, reconciliation or balancing, temporal distribution, interpolation and calendarization. ... The clarity of exposition and the fact that each chapter is self-contained make the book easily accessible not only for experienced readers such as academic researchers or practitioners in government and business, but also for graduate or even for last-year undergraduate students. (Dan Emanuel Popovici, Mathematical Reviews, Issue 2007 e) This monograph, the first devoted to the interrelated topics of its title, is a distillation of its authors' unrivaled research and practical experience at Statistics Canada in the topic areas. ... Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series an essential reference for statistical institutes and central banks and for statisticians and economists who have to address similar time series data issues. ... The book could serve as a textbook for a graduate-level special topics course. (Baoline Chen and David Findley, Journal of the American Statistical Association, Vol. 103 (484), December, 2008) From the reviews: <p> It is an excellent reference book for people working in this area. B. Abraham for Short Book Reviews of the ISI, December 2006 <p> The booka (TM)s intended audience is students in graduate and final-year undergraduate courses in econometrics and time series analysis, who could use it as a textbook, as well as researchers and practitioners in governments and business, who could use it as a reference book. a ] This book provides a good, detailed discussion of the statistical methods used by statistical agencies for adjusting time series data from official statistics. The chapters are quite self-contained, facilitating the booka (TM)s use as a reference. (Andreas Karlsson, Technometrics, Vol. 49 (4), 2007) <p> This book is a very detailed course on statistical methods for such adjustments, focused on bench marking, interpolation, temporal distribution, calendarization, and reconciliation. a ] Each chapter of the book is self-contained and illustrates the methods discussed with a large number of real data examples. The book can be recommended as a very useful textbook for students as well as a reference book for researchers and practitioners in this field. (Ryszard Doman, Zentralblatt MATH, Vol. 1107 (9), 2007) <p> Time series play a central role in contemporary modern economics. a ] the authors discuss several procedures, widely used by statistical agencies, for such adjustments as benchmarking, reconciliation or balancing, temporal distribution, interpolation and calendarization. ... The clarity of exposition and the fact that each chapter is self-contained make the book easily accessible not only for experienced readers such as academic researchers orpractitioners in government and business, but also for graduate or even for last-year undergraduate students. (Dan Emanuel Popovici, Mathematical Reviews, Issue 2007 e) From the reviews: It is an excellent reference book for people working in this area. B. Abraham for Short Book Reviews of the ISI, December 2006 The book's intended audience is students in graduate and final-year undergraduate courses in econometrics and time series analysis, who could use it as a textbook, as well as researchers and practitioners in governments and business, who could use it as a reference book. ... This book provides a good, detailed discussion of the statistical methods used by statistical agencies for adjusting time series data from official statistics. The chapters are quite self-contained, facilitating the book's use as a reference. (Andreas Karlsson, Technometrics, Vol. 49 (4), 2007) This book is a very detailed course on statistical methods for such adjustments, focused on bench marking, interpolation, temporal distribution, calendarization, and reconciliation. ... Each chapter of the book is self-contained and illustrates the methods discussed with a large number of real data examples. The book can be recommended as a very useful textbook for students as well as a reference book for researchers and practitioners in this field. (Ryszard Doman, Zentralblatt MATH, Vol. 1107 (9), 2007) Time series play a central role in contemporary modern economics. ... the authors discuss several procedures, widely used by statistical agencies, for such adjustments as benchmarking, reconciliation or balancing, temporal distribution, interpolation and calendarization. ... The clarity of exposition and the fact that each chapter is self-contained make the book easily accessible not only for experienced readers such as academic researchers or practitioners in government and business, but also for graduate or even for last-year undergraduate students. (Dan Emanuel Popovici, Mathematical Reviews, Issue 2007 e) This monograph, the first devoted to the interrelated topics of its title, is a distillation of its authors' unrivaled research and practical experience at Statistics Canada in the topic areas. ... Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series an essential reference for statistical institutes and central banks and for statisticians and economists who have to address similar time series data issues. ... The book could serve as a textbook for a graduate-level special topics course. (Baoline Chen and David Findley, Journal of the American Statistical Association, Vol. 103 (484), December, 2008) Author InformationTab Content 6Author Website:Countries AvailableAll regions |