Multivariate Modelling of Non-Stationary Economic Time Series (Запис № 453075)

МАРК-запис
000 -LEADER
fixed length control field 03744nam a22005655i 4500
001 - CONTROL NUMBER
control field 978-1-137-31303-4
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210118152418.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 170509s2017 xxk| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781137313034
-- 978-1-137-31303-4
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1057/978-1-137-31303-4
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139-141
072 #7 - SUBJECT CATEGORY CODE
Subject category code KCH
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS021000
Source bisacsh
072 #7 - SUBJECT CATEGORY CODE
Subject category code KCH
Source thema
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Hunter, John.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
245 10 - TITLE STATEMENT
Title Multivariate Modelling of Non-Stationary Economic Time Series
Medium [electronic resource] /
Statement of responsibility, etc by John Hunter, Simon P. Burke, Alessandra Canepa.
250 ## - EDITION STATEMENT
Edition statement 2nd ed. 2017.
264 #1 -
-- London :
-- Palgrave Macmillan UK :
-- Imprint: Palgrave Macmillan,
-- 2017.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 502 p.
Other physical details online resource.
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-- text
-- txt
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-- computer
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-- rdamedia
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-- online resource
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347 ## -
-- text file
-- PDF
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490 1# - SERIES STATEMENT
Series statement Palgrave Texts in Econometrics,
Міжнародний стандартний серійний номер для назви серії (ISSN) 2662-6594
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Chapter 1. Introduction: Time Series, Common Trends and Equilibrium -- Chapter 2. Multivariate Time Series -- Chapter 3. Cointegration -- Chapter 4. Testing for Cointegration: Under Standard and Non-Standard Conditions -- Chapter 5. Structure and Evaluation -- Chapter 6. Testing in VECMs with Small Sample -- Chapter 7. Heteroscedasticity and Multivariate Volatility -- Chapter 8. Models with Alternative Orders of Integration -- Chapter 9. The Structural Analysis of Time Series.
520 ## - SUMMARY, ETC.
Summary, etc This book examines conventional time series in the context of stationary data prior to a discussion of cointegration, with a focus on multivariate models. The authors provide a detailed and extensive study of impulse responses and forecasting in the stationary and non-stationary context, considering small sample correction, volatility and the impact of different orders of integration. Models with expectations are considered along with alternate methods such as Singular Spectrum Analysis (SSA), the Kalman Filter and Structural Time Series, all in relation to cointegration. Using single equations methods to develop topics, and as examples of the notion of cointegration, Burke, Hunter, and Canepa provide direction and guidance to the now vast literature facing students and graduate economists.
506 ## - RESTRICTIONS ON ACCESS NOTE
Terms governing access Available to subscribing member institutions only. Доступно лише організаціям членам підписки.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Online access from local network of NaUOA.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Online access with authorization at https://link.springer.com/
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Онлайн-доступ з локальної мережі НаУОА.
506 ## - RESTRICTIONS ON ACCESS NOTE
Standardized terminology for access restriction Онлайн доступ з авторизацією на https://link.springer.com/
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
-- http://scigraph.springernature.com/things/product-market-codes/W29010
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Burke, Simon P.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Canepa, Alessandra.
Relator term author.
Relator code aut
-- http://id.loc.gov/vocabulary/relators/aut
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9780230243309
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9780230243316
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Printed edition:
International Standard Book Number 9781349590025
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Palgrave Texts in Econometrics,
-- 2662-6594
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1057/978-1-137-31303-4">https://doi.org/10.1057/978-1-137-31303-4</a>
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-- ZDB-2-ECF
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type ЕКнига

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