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150624s2016 enka fob 001 0 eng d |
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|a FIE
|b eng
|e rda
|e pn
|c FIE
|d OCLCO
|d STF
|d OCLCF
|d YDXCP
|d STBDS
|d OCLCA
|d BUB
|d W2U
|d U3W
|d BUF
|d IOG
|d OCLCQ
|d CEF
|d OTZ
|d YOU
|d FIE
|d OL$
|d OCLCQ
|d TXM
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCL
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|a 921188635
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|a 9780191800504
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|a 0191800503
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|a 9780198736912
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|a 0198736916
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|a (OCoLC)945784080
|z (OCoLC)921188635
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|a HB139
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|a HCDD
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|a Pesaran, M. Hashem,
|d 1946-
|e author.
|1 https://id.oclc.org/worldcat/entity/E39PBJq73vQrF9xtPYcKKXhCQq
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| 245 |
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|a Time series and panel data econometrics /
|c M. Hashem Pesaran.
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|a First edition.
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|a Oxford :
|b Oxford University Press,
|c 2016.
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| 300 |
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|a 1 online resource :
|b illustrations
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|a text
|b txt
|2 rdacontent
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|a computer
|b c
|2 rdamedia
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|a online resource
|b cr
|2 rdacarrier
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| 504 |
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|a Includes bibliographical references and index.
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|a Part I Introduction to Econometrics -- 1 Relationship Between Two Variables -- 2 Multiple Regression -- 3 Hypothesis Testing in Regression Models -- 4 Heteroskedasticity -- 5 Autocorrelated Disturbances -- 6 Introduction to Dynamic Economic Modelling -- 7 Predictability of Asset Returns and the Efficient Market Hypothesis -- Part II Statistical Theory -- 8 Asymptotic Theory -- 9 Maximum Likelihood Estimation -- 10 Generalized Method of Moments -- 11 Model Selection and Testing Non-Nested Hypotheses -- Part III Stochastic Processes -- 12 Introduction to Stochastic Processes -- 13 Spectral Analysis -- Part IV Multivariate Time Series Models -- 14 Estimation of Stationary Time Series Processes -- 15 Unit Root Processes -- 16 Trend and Cycle Decomposition -- 17 Introduction to Forecasting -- 18 Measurement and Modelling of Volatility -- Part V Multivariate Time Series Models -- 19 Multivariate Analysis -- 20 Multivariate Rational Expectations Models -- Chapter 21 Vector Autoregressive Models -- Chapter 22 Cointegration Analysis -- Chapter 23 Varx Modelling -- Chapter 24 Impulse Response Analysis -- Chapter 25 Modelling the Conditional Correlation of Asset Returns -- Part VI Panel Data Econometrics -- Chapter 26 Panel Data Models with Strictly Exogenous Regressors -- Chapter 27 Short T Dynamic Panel Data Models -- Chapter 28 Large Heterogeneous Panel Data Models -- Chapter 29 Cross-Sectional Dependence in Panels -- Chapter 30 Spatial Panel Econometrics -- Chapter 31 Unit Roots and Cointegration in Panels -- Chapter 32 Aggregation of Large Panels -- Chapter 33 Theory and Practice of GVAR Modelling.
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|a This work describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.
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|a Online resource; title from home page (viewed on January 26, 2016).
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| 650 |
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|a Econometrics.
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| 650 |
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|a Macroeconomics
|x Mathematical models.
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| 650 |
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|a Econometrics
|2 fast
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| 650 |
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7 |
|a Macroeconomics
|x Mathematical models
|2 fast
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| 758 |
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|i has work:
|a Time series and panel data econometrics (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCFHJPjtc9TpH79Pcx8GtBq
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 776 |
0 |
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|i Print version :
|z 9780198736912
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| 856 |
4 |
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|u https://holycross.idm.oclc.org/login?auth=cas&url=https://academic.oup.com/book/43485
|y Click for online access
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|a OUP-SOEBA
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| 994 |
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|a 92
|b HCD
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