Time Series Analysis : Regression Techniques
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"The text gives a good basis for understanding the ideas of the time series models and estimation, without overwhelming readers with the complexity of the subject."
--Journal of the American Statistical Association
Completely revised and updated, this second edition of Time Series Analysis examines techniques for the study of change based on regression analysis. Ostrom demonstrates how these regression techniques may be employed for hypothesis testing, estimating, and forecasting. In addition, analysis strategies for both lagged and nonlagged models are presented and alternative time-dependent processes are explored.
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