计量经济分析 = Econometric analysis

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist explicitly of unobserved components, such as trends and seasonals, which have a direct interpretation. As a result the model selection methodology associated with structural models is much closer to econometric methodology. The link with econometrics is made even closer by the natural way in which the models can be extended to include explanatory variables and to cope with multivariate time series. From the technical point of view, state space models and the Kalman filter play a key role in the statistical treatment of structural time series models. The book includes a detailed treatment of the Kalman filter. This technique was originally developed in control engineering, but is becoming increasingly important in fields such as economics and operations research. This book is concerned primarily with modelling economic and social time series, and with addressing the special problems which the treatment of such series poses. The properties of the models and the methodological techniques used to select them are illustrated with various applications. These range from the modellling of trends and cycles in US macroeconomic time series to to an evaluation of the effects of seat belt legislation in the UK.

Forecasting, Structural Time Series Models and the Kalman Filter

Popularity of brand posts on brand fan pages : An investigation of the effects of social media marketing

Understanding the small business sector

Planet of slums

What specific modes of internationalization influence SME innovation in Sub-Saharan least developed countries (LDCs)?

Using a time series data set covering the period 1936–1999, this paper investigates the statistical distribution of cinema admissions and attempts to produce a forecasting model using the ARIMA methodology.

The distribution and predictability of cinema admissions

A sample of 153 films from the UK top 15 chart is examined to test the hypothesis of increasing returns to information. The results are consistent with those presented by De Vany and Walls, suggesting that increasing returns to information is a general feature of the film market.

Increasing returns to information: further evidence from the UK film market

Understanding multichannel shopper journey configuration : an application of goal theory

Positive outcomes of social networking use in both informal and non-educational settings have attracted significant research attention. These benefits include social capital formation, higher job p...

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Chris Hand

Papers

What specific modes of internationalization influence SME innovation in Sub-Saharan least developed countries (LDCs)?

The distribution and predictability of cinema admissions

Increasing returns to information: further evidence from the UK film market

Understanding multichannel shopper journey configuration : an application of goal theory

How compulsive use of social media affects performance: insights from the UK by purpose of use