Design and Analysis of Time Series Experiments presents 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. Building on the
earlier time series books by McCleary and McDowall, Design and
Analysis of Time Series Experiments includes recent developments in
modeling, and considers design issues in greater detail than does any
existing work. Drawing examples from criminology, economics,
education, pharmacology, public policy, program evaluation, public
health, and psychology, the text is addressed to researchers and
graduate students in a wide range of behavioral, biomedical and social
sciences. It will appeal to those who want to conduct or interpret
time series experiments, as well as to those interested in research
designs for causal inference.
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Product details
ISBN
9780190661588
Published
2020
Publisher
Oxford University Press Academic US
Language
Product language
Engelsk
Format
Product format
Digital bok