Incluye bibliografías e índice.

v.1. Part I: Ad hoc forecasting procedures ; 1. Forecasting sales by exponentially weighted moving average / Peter R. Winters – Part II: Arima modelling ; 2. Some statistical aspects of adaptive optimization and control ; 3. The exac likelihood function for a mixed autoregressive-moving average process / Paul Newbold ; 4. Distribution of residual autocorrelations in autoregressive-integrated moving average time series models / G. E. P. Box and David A. Pierce ; 5. On a measure of lack of fit in time series models / G. M. Ljung and G. E. P. Box ; 6. Testing the specification of a fitted autoregressive-moving average model / D. S. Poskitt and A. R. Tremayne ; 7. Comparison of forecast and actuality / G. E. P. Box and G. C. Tiao ; 8. The estimation and application of long memory time series models / John Geweke and Susan Porter-Hudak -- Part III: Structural time series models ; 9. Optimal properties of exponentially weighted forecasts / John F. Muth ; 10. Bayesian forecasting / P. J. Harrison and C. F. Stevens ; 11. A smoothness priors-state space modeling of time series with trend and seasonality / Genshiro Kitagawa and Will Gersch ; 12. Trends and cycles in macroeconomic time series / A. C. Harvey -- Part IV: Unit roots, detrending and non-stationarity ; 13. Distribution of the estimators for autoregressive time series with a unit root / David A. Dickey and Wayne A. Fuller ; 14. Time series regression with a unit root / P. C. B. Phillips ; 15. Asymptotic distributions of unit-root tests when the process is nearly stationary / Sastry G. Pantula ; 16. Trends and random walks in macroeconomic time series: some evidence and implications / Charles R. Nelson and Charles I. Plosser ; 17. Pitfalls in the use of time as an explanatory variable in regression / Charles R. Nelson and Heejoon Kang -- Part V: Seasonality, seasonal adjustment and calendar effets ; 18. An ARIMA-Model-Based approach to seasonal adjustment / S. C. Hillmer and G. C. Tiao ; 19 On structural times series models and the characterization of components / Agustin Maravall ; 20. Seasonal adjustment and relations between variables / Kenneth F. Wallis ; 21. Modeling time series with calendar variation / W. R. Bell and S. C. Hillmer -- Part VI: Dynamic regression and intervention analysis ; 22. Intervention analysis with applications to economic and environmental problems / G. E. P. Box and G. C. Tiao ; 23. The effects of seat belt legislation on british road casualties / A. C. Harvey and J. Durbin ; 24. Econometric modelling of the aggregate time-series relationship between consumers expenditure and income in the United Kingdom / James E. H. Davidson, David F. Hendry, Drank Srba and Stephen Yeo ; 25. Asymptotic properties of least squares estimators of cointegrating vectors / James H. Stock -- Part VII: Multivariate models ; 26. Modeling multiple time series with applications / G. C. Tiao and G. E. P. Box ; 27. Time series analysis and simultaneous equation econometric models / A. Zellner and F. Palm ; 28. Co-integration and error correction: representation, estimation, and testind / Robert F. Engle and C. W. J. Granger ; 29. Inference in linear time series models with some unit roots / Christopher A. Sims, James H. Stock and Mark W. Watson ; 30. Statistical analysis of cointegration vectors / Soren Johansen. - v.2. Part I: Causality, exogeneity and expectations ; 1. Investigating causal relations by econometric models and cross-spectral methods / C. W. J. Granger ; 2. Money, income, and causality / Christopher A. Sims ; 3. Causality and econometrics, three aspects of policy and policymaking: knowledge, data and institutions / Arnold Zellner ; 4. Exogeneity / Robert F. Engle, David F. Hendry and Jean-Francois Richard -- Part II: State space models and the Kalman filter ; 6. A new approach to linear filtering and prediction problems / R. E. Kalman ; 7. Understanding the Kalman filter / Richard J. Meinhold and Nozer D. Singpurwalla ; 8. Linear dynamic recursive estimation from the viewpoint of regression analysis / D. B. Duncan and S. D. Horn ; 9. Evaluation of likelihood functions for Gaussian signals / Fred C. Schweppe ; 10. The diffuse Kalman filter / Piet de Jong ; 11. Random coefficients models: the analysis of a cross section of time series by stochastically convergent parameter regression / Barr Rosenberg ; 12. Techniques for testing the constancy of regression relationships over time / R. L. Brown, J. Durvin and J. M. Evans ; 13. Maximun likelihood fitting of ARMA models to time series with missing observations / Richard H. Jones -- Part III: Non-linear and non-Gaussian models ; 14. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation / Robert F. Engle ; 15. Generalized autoregressive conditional heteroskedsticity / Tim Bollerslev ; 16. A new approach to the economic analysis of nonstationary time series and the business cycle ; 17. Diagnostic checking ARMA time series models using Squared-Residual autocorrelations / A. I. McLeod and W. K. Li ; 18. Nonlinearity tests for time series / Ruey S. Tsay ; 19. Non-Gaussing state-space modeling of nostationary / Genshiro Kitagawa ; A Non-Gaussing state space model and application to prediction of records / R. I. Smith and J. E. Miller.