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Measuring Business Cycles in Economic Time Series
This book outlines and demonstrates problems with the use of the HP filter, and proposes an alternative strategy for inferring cyclical behavior from a time series featuring seasonal, trend, cyclical and noise components. The main innovation of the alternative strategy involves augmenting the series forecasts and back-casts obtained from an ARIMA model, and then applying the HP filter to the augmented series. Comparisons presented using artificial and actual data demonstrate the superiority of the alternative strategy.
Conditions Of Nervous Anxiety And Their Treatment
This is Volume XVI of nineteen in the Abnormal and Clinical Psychology series. Initially written around 1923, the present edition of this book is an abridgment of the third German edition ‘Habent sua lata libelli’, and offers thoughts on psychanalysis, and is the origin of the author’s differences with Freud.
Comparative Physiology and Evolution of Vision in Invertebrates
In the comparative physiology of photoreception by the Protista and the invertebrates two aspects are emphasized: (1) the diversity of visual processes in these groups and (2) their bearing upon general mechanisms of photoreception. Invertebrates have evolved a far greater variety of adaptations than vertebrates modifications aiding survival in the remarkably different biotopes they occupy. The number of species in itself suggests this multiformity; each of them has peculiarities of its own, in morphology as well as in physiology and behavior. But these special adaptations are variations on a few great themes. Although the catalogue of invertebrate species is immense, the literature concerni...
Empirical Economic and Financial Research
The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.
Conditions of Nervous Anxiety and their Treatment
This antiquarian book contains Wilhelm Stekel’s 1923 treatise on nervous anxiety, "Conditions of Nervous Anxiety and their Treatment". A fascinating and informative analysis on the subject, this book will appeal to those with an interest in psychology and psychoanalysis, and constitutes a worthy addition to collections of allied literature. Contents include: “The Nature of Repression”, “Basic Concepts of Anxiety Neurosis”, “Clinical Picture of Anxiety Neurosis: The Anxiety Attack”, “Clinical Picture of Anxiety Neurosis: Anxiety Neurosis with Cardiac Phenomena”, “Clinical Picture of Anxiety Neurosis: Digestive Disturbances”, etcetera. Wilhelm Stekel (1868 - 1940) was an Austrian psychologist and physician. He was an early follower of the seminal Sigmund Freud, often described as Freud's most distinguished pupil and commonly hailed as one of the founding fathers of modern psychoanalytical methodology. Many vintage texts such as this are increasingly scarce and expensive, and it is with this in mind that we are republishing this volume now in an affordable, modern, high-quality edition. It comes complete with a specially commissioned new biography of the author.
A Course in Time Series Analysis
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonl...
