Time Series and Statistics

1. Front Matter

   Pages i-xii

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2. Statistical Inference in Time Series

   • P. Whittle

   Pages 1-21

3. ARIMA Models

   • A. C. Harvey

   Pages 22-24

4. Autoregressive and Moving-average Time-series Processes

   • Marc Nerlove, Francis X. Diebold

   Pages 25-35

5. Bayesian Inference

   • Arnold Zellner

   Pages 36-61

6. Continuous and Discrete Time Models

   • Christopher A. Sims

   Pages 62-68

7. Edgeworth as a Statistician

   • Stephen M. Stigler

   Pages 69-72

8. Ergodic Theory

   • William Parry

   Pages 73-81

9. Estimation

   • Marc Nerlove, Francis X. Diebold

   Pages 82-89

10. Factor Analysis

    • Irma Adelman

    Pages 90-94

11. Ronald Aylmer Fisher

    • A. W. F. Edwards

    Pages 95-97

12. Forecasting

    • Clive W. J. Granger

    Pages 98-102

13. Heteroskedasticity

    • J. Kmenta

    Pages 103-104

14. Harold Hotelling

    • Kenneth J. Arrow

    Pages 105-108

15. Hypothesis Testing

    • Gregory C. Chow

    Pages 109-117

16. Least Squares

    • Halbert White

    Pages 118-125

17. Likelihood

    • A. W. F. Edwards

    Pages 126-129

18. Martingales

    • Alan F. Karr

    Pages 130-133

19. Maximum Likelihood

    • R. L. Basmann

    Pages 134-139

20. Meaningfulness and Invariance

    • Louis Narens, R. Duncan Luce

    Pages 140-148

This is an excerpt from the 4-volume dictionary of economics, a reference book which aims to define the subject of economics today. 1300 subject entries in the complete work cover the broad themes of economic theory. This extract concentrates on time series and statistics.

• calculus
• decision theory
• forecasting
• invariance
• regression
• statistical inference
• statistical method
• statistics
• time series analysis

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