000 01742nam a22001817a 4500
999 _c65590
_d65590
008 200610b2017 ||||| |||| 00| 0 eng d
020 _a9780190661564
082 _a519.55 McC-R
100 _aMcCleary, Richard
245 _aDesign and analysis of time series experiments /
_cRichard McCleary, David McDowall and Bradley J. Bartos
260 _aIndia
_bOxford
_c2017
300 _a368 p.
365 _aUSD
_b47.95
500 _aDesign and Analysis of Time Series Experiments present the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling. A distinguishing feature of the book is its integration of design and analysis of time series experiments. Readers learn not only how-to skills but also the underlying rationales for design features and analytical methods. ARIMA algebra, Box-Jenkins-Tiao models and model-building strategies, forecasting, and Box-Tiao impact models are developed in separate chapters. The presentation of the models and model-building assumes only exposure to an introductory statistics course, with more difficult mathematical material relegated to appendices. Separate chapters cover threats to statistical conclusion validity, internal validity, construct validity, and external validity with an emphasis on how these threats arise in time series experiments. Design structures for controlling the threats are presented and illustrated through examples. The chapters on statistical conclusion validity and internal validity introduce Bayesian methods, counterfactual causality, and synthetic control group designs.
650 _aTime-series analysis
650 _aExperimental design
650 _aSocial sciences--Statistical methods