Time series and panel data econometrics / (Record no. 5179)

000 -LEADER
fixed length control field 04057cam a22003855a 4500
001 - CONTROL NUMBER
EWU control number 5179
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhEWU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190304112401.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150313s2015 enka g b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2015936093
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780198759980 (pbk.)
International Standard Book Number 0198759983 (pbk.)
International Standard Book Number 9780198736912 (hbk.)
International Standard Book Number 0198736916 (hbk.)
035 ## - SYSTEM CONTROL NUMBER
OCLC control number (OCLC)925441421
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Language of cataloging eng
Modifying agency DLC
-- BD-DhEWU
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Author mark and Year PET 2015
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Pesaran, M. Hashem.
9 (RLIN) 21023
245 10 - TITLE STATEMENT
Title Time series and panel data econometrics /
Statement of responsibility, etc M. Hashem Pesaran.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Oxford :
Name of publisher, distributor, etc Oxford University Press,
Date of publication, distribution, etc 2015.
300 ## - PHYSICAL DESCRIPTION
Extent xxx, 1064 p :
Other physical details illus. ;
Dimensions 25 cm.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (pages [995]-1033) and indexes.
505 ## - FORMATTED CONTENTS NOTE
Title Table of contents
Contents note Relationship between two variables --<br/>Multiple regression --<br/>Hypothesis testing in regression models --<br/>Heteroskedasticity --<br/>Autocorrelated disturbances --<br/>Introduction to dynamic economic modelling --<br/>Predictability of asset returns and the efficient market hypothesis --<br/>Asymptotic theory --<br/>Maximum likelihood estimation --<br/>Generalized method of moments --<br/>Model selection and testing non-nested hypotheses --<br/>Introduction to stochastic processes --<br/>Spectral analysis --<br/>Estimation of stationary time series processes --<br/>Unit root processes --<br/>Trend and cycle decomposition --<br/>Introduction to forecasting --<br/>Measurement and modelling of volatility --<br/>Multivariate analysis --<br/>Multivariate rational expectations models --<br/>Vector autoregressive models --<br/>Cointegration analysis --<br/>VARX modelling --<br/>Impulse response analysis --<br/>Modelling the conditional correlation of asset returns --<br/>Panel data models with strictly exogenous regressors --<br/>Short T dynamic panel data models --<br/>Large heterogeneous panel data models --<br/>Cross-sectional dependence in panels --<br/>Spatial panel econometrics --<br/>Unit roots and cointegration in panels --<br/>Aggregation of large panels --<br/>Theory and practice of GVAR modelling --<br/>Appendices: A. Mathematics --<br/>B. Probability and statistics --<br/>C. Bayesian analysis.
520 ## - SUMMARY, ETC.
Summary, etc <br/>This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual.0It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
526 ## - STUDY PROGRAM INFORMATION NOTE
Program name Economics
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name Econometrics.
9 (RLIN) 21024
Topical term or geographic name Macroeconomics
General subdivision Mathematical models.
9 (RLIN) 15724
Topical term or geographic name Time-series analysis.
9 (RLIN) 21025
Topical term or geographic name Panel analysis.
9 (RLIN) 19980
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials Specified WorldCat details
Uniform Resource Identifier https://www.worldcat.org/title/time-series-and-panel-data-econometrics/oclc/925441421&referer=brief_results
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
Koha item type Text
Koha issues (borrowed), all copies 8
Holdings
Lost status Source of classification or shelving scheme Not for loan Collection code Permanent Location Current Location Shelving location Date of accession Source of acquisition Cost, normal purchase price Full call number Barcode Date last seen Copy number Price effective from Koha item type Total Checkouts Date checked out
    Not For Loan Non-fiction EWU Library EWU Library Reserve Section 2017-08-10 Karim International 6000.00 330.015195 PET 2015 28482 2017-08-20 C-1 2017-08-20 Text    
      Non-fiction EWU Library EWU Library Circulation Section 2017-08-10 Karim International 6000.00 330.015195 PET 2015 28483 2019-03-14 C-2 2017-08-20 Text 5 2019-02-20

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