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Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series Estela Bee Dagum

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series By Estela Bee Dagum

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series by Estela Bee Dagum


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Summary

Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments.

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series Summary

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series by Estela Bee Dagum

Time series play a crucial role in modern economies at all levels of activity and are used by decision makers to plan for a better future. Before publication time series are subject to statistical adjustments and this is the first statistical book to systematically deal with the methods most often applied for such adjustments. Regression-based models are emphasized because of their clarity, ease of application, and superior results. Each topic is illustrated with real case examples. In order to facilitate understanding of their properties and limitations of the methods discussed a real data example is followed throughout the book.

Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series Reviews

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)

Table of Contents

The 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.

Additional information

NLS9780387311029
9780387311029
0387311025
Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series by Estela Bee Dagum
New
Paperback
Springer-Verlag New York Inc.
2006-05-10
410
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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