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Time Series with Long Memory
Time Series with Long Memory comprises a collection on time series analysis. Long memory time series are characterized by a strong dependence between distant events. Various methods and their theoretical properties are discussed with empirical applications. The methods constitute a very flexible approach to analyzing time series data arising in economics, finance and other fields.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
392 pages, Paperback
First published August 1, 2003
3 people want to read
About the author
Peter M. Robinson
12 books24 followersPeter M. Robinson is a research fellow at the Hoover Institution, where he writes about business and politics, edits Hoover's quarterly journal, the Hoover Digest, and hosts Hoover's vidcast program, Uncommon Knowledge™.
Robinson is also the author of three books: How Ronald Reagan Changed My Life (Regan Books, 2003); It's My Party: A Republican's Messy Love Affair with the GOP, (Warner Books, 2000); and the best-selling business book Snapshots from Hell: The Making of an MBA (Warner Books, 1994; still available in paperback).
In 1979, he graduated summa cum laude from Dartmouth College, where he majored in English. He went on to study politics, philosophy, and economics at Oxford University, from which he graduated in 1982.
Robinson spent six years in the White House, serving from 1982 to 1983 as chief speechwriter to Vice President George Bush and from 1983 to 1988 as special assistant and speechwriter to President Ronald Reagan. He wrote the historic Berlin Wall address in which President Reagan called on General Secretary Mikhail Gorbachev to "tear down this wall!"
After the White House, Robinson attended the Stanford University Graduate School of Business. (The journal he kept formed the basis for Snapshots from Hell.) He graduated with an MBA in 1990.
Robinson then spent a year in New York City with Fox Television, reporting to the owner of the company, Rupert Murdoch. He spent a second year in Washington, D.C., with the Securities and Exchange Commission, where he served as the director of the Office of Public Affairs, Policy Evaluation, and Research. Robinson joined the Hoover Institution in 1993.
The author of numerous essays and interviews, Robinson has published in the New York Times, Red Herring, and Forbes ASAP, the Wall Street Journal, and National Review Online. He is the editor of Can Congress Be Fixed?: Five Essays on Congressional Reform (Hoover Institution Press, 1995).
In 2005, Robinson was elected to serve as a Trustee of Dartmouth College.
Robinson lives in northern California with his wife, their children and their dog, Crusoe.
Robinson is also the author of three books: How Ronald Reagan Changed My Life (Regan Books, 2003); It's My Party: A Republican's Messy Love Affair with the GOP, (Warner Books, 2000); and the best-selling business book Snapshots from Hell: The Making of an MBA (Warner Books, 1994; still available in paperback).
In 1979, he graduated summa cum laude from Dartmouth College, where he majored in English. He went on to study politics, philosophy, and economics at Oxford University, from which he graduated in 1982.
Robinson spent six years in the White House, serving from 1982 to 1983 as chief speechwriter to Vice President George Bush and from 1983 to 1988 as special assistant and speechwriter to President Ronald Reagan. He wrote the historic Berlin Wall address in which President Reagan called on General Secretary Mikhail Gorbachev to "tear down this wall!"
After the White House, Robinson attended the Stanford University Graduate School of Business. (The journal he kept formed the basis for Snapshots from Hell.) He graduated with an MBA in 1990.
Robinson then spent a year in New York City with Fox Television, reporting to the owner of the company, Rupert Murdoch. He spent a second year in Washington, D.C., with the Securities and Exchange Commission, where he served as the director of the Office of Public Affairs, Policy Evaluation, and Research. Robinson joined the Hoover Institution in 1993.
The author of numerous essays and interviews, Robinson has published in the New York Times, Red Herring, and Forbes ASAP, the Wall Street Journal, and National Review Online. He is the editor of Can Congress Be Fixed?: Five Essays on Congressional Reform (Hoover Institution Press, 1995).
In 2005, Robinson was elected to serve as a Trustee of Dartmouth College.
Robinson lives in northern California with his wife, their children and their dog, Crusoe.
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