Known from its last editions as the "Bible of Forecasting", the third edition of this authoritative text has adopted a new approach-one that is as new as the latest trends in the field: "Explaining the past is not adequate for predicting the ...

Major developments in the analysis of non-stationary time series and cointegration are described in this study. Papers include David Hendry's work on forecasting, Peter Phillip's work on Bayesian models, Svend Hylleberg's work on seasonality, and ...

This book provides an introduction to statistical computing and a critical, balanced presentation of the algorithms and computational methods used in software systems, discussing techniques for implementing algorithms in a computer. It is ...

A text that stresses the general concepts of the theory of statistics Theoretical Statistics provides a systematic statement of the theory of statistics, emphasizing general concepts rather than mathematical rigor. Chapters 1 through 3 provide an ...