|
|
|
|
| LEADER |
00000cam a2200000 i 4500 |
| 001 |
OR_on1043956608 |
| 003 |
OCoLC |
| 005 |
20231017213018.0 |
| 006 |
m o d |
| 007 |
cr ||||||||||| |
| 008 |
180709t20192019njua ob 001 0 eng |
| 010 |
|
|
|a 2018032640
|
| 040 |
|
|
|a DLC
|b eng
|e rda
|e pn
|c DLC
|d OCLCO
|d OCLCF
|d OCLCQ
|d N$T
|d YDX
|d EBLCP
|d YDX
|d OCLCO
|d DG1
|d OCLCQ
|d DLC
|d NHM
|d OCLCQ
|d OCLCO
|d AAA
|d OCLCQ
|d OCLCO
|
| 020 |
|
|
|a 9781119431855
|q (electronic book)
|
| 020 |
|
|
|a 1119431859
|q (electronic book)
|
| 020 |
|
|
|a 9781119432036
|q (electronic bk. ;
|q oBook)
|
| 020 |
|
|
|a 1119432030
|q (electronic bk. ;
|q oBook)
|
| 020 |
|
|
|a 9781119431985
|q (electronic book)
|
| 020 |
|
|
|a 1119431980
|q (electronic book)
|
| 020 |
|
|
|z 9781119431909
|q (hardcover)
|
| 029 |
1 |
|
|a AU@
|b 000063604048
|
| 029 |
1 |
|
|a AU@
|b 000065212074
|
| 029 |
1 |
|
|a CHNEW
|b 001030733
|
| 029 |
1 |
|
|a CHVBK
|b 551943416
|
| 029 |
1 |
|
|a GBVCP
|b 1048688186
|
| 035 |
|
|
|a (OCoLC)1043956608
|
| 042 |
|
|
|a pcc
|
| 050 |
1 |
4 |
|a QA280
|b .P36 2019
|
| 072 |
|
7 |
|a MAT
|x 005000
|2 bisacsh
|
| 072 |
|
7 |
|a MAT
|x 034000
|2 bisacsh
|
| 082 |
0 |
0 |
|a 515.5/5
|2 23
|
| 049 |
|
|
|a UAMI
|
| 100 |
1 |
|
|a Paolella, Marc S.,
|e author.
|
| 245 |
1 |
0 |
|a Linear models and time-series analysis :
|b regression, ANOVA, ARMA and GARCH /
|c Marc S. Paolella, Department of Banking and Finance, University of Zurich, Switzerland.
|
| 264 |
|
1 |
|a Hoboken, NJ :
|b John Wiley & Sons, Inc.,
|c 2019.
|
| 264 |
|
4 |
|c ©2019
|
| 300 |
|
|
|a 1 online resource (xvi, 880 pages)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 505 |
0 |
|
|a Part I: Linear models: Regression and Anova. The linear model ; Fixed effects ANOVA models ; Introduction to random and mixed effect models -- Part II: Time-Series: ARMAX processes. The AR(1) model ; Regression extensions: AR(1) errors and time-varying parameters ; Autoregressive and moving average processes ; ARMA processes ; Correlograms ; ARMA model identification -- Part III: Modeling financial asset returns. Univariate GARCH modeling ; Risk prediction and portfolio optimization ; Multivariate t distributions ; Weighted likelihood ; Multivariate mixture distributions -- Part IV: Appendices. Appendix A: Distribution of quadratic forms ; Appendix B. Momenta of ratios of quadratic forms ; Appendix C: Some useful multivariate distribution theory ; Appendix D: Introducing the SAS programming language.
|
| 505 |
0 |
|
|a Cover; Title Page; Copyright; Contents; Preface; Part I Linear Models: Regression and ANOVA; Chapter 1 The Linear Model; 1.1 Regression, Correlation, and Causality; 1.2 Ordinary and Generalized Least Squares; 1.2.1 Ordinary Least Squares Estimation; 1.2.2 Further Aspects of Regression and OLS; 1.2.3 Generalized Least Squares; 1.3 The Geometric Approach to Least Squares; 1.3.1 Projection; 1.3.2 Implementation; 1.4 Linear Parameter Restrictions; 1.4.1 Formulation and Estimation; 1.4.2 Estimability and Identifiability; 1.4.3 Moments and the Restricted GLS Estimator; 1.4.4 Testing With h=0
|
| 505 |
8 |
|
|a 1.4.5 Testing With Nonzero h1.4.6 Examples; 1.4.7 Confidence Intervals; 1.5 Alternative Residual Calculation; 1.6 Further Topics; 1.7 Problems; 1.A Appendix: Derivation of the BLUS Residual Vector; 1.B Appendix: The Recursive Residuals; 1.C Appendix: Solutions; Chapter 2 Fixed Effects ANOVA Models; 2.1 Introduction: Fixed, Random, and Mixed Effects Models; 2.2 Two Sample t-Tests for Differences in Means; 2.3 The Two Sample t-Test with Ignored Block Effects; 2.4 One-Way ANOVA with Fixed Effects; 2.4.1 The Model; 2.4.2 Estimation and Testing; 2.4.3 Determination of Sample Size
|
| 505 |
8 |
|
|a 2.4.4 The ANOVA Table2.4.5 Computing Confidence Intervals; 2.4.6 A Word on Model Assumptions; 2.5 Two-Way Balanced Fixed Effects ANOVA; 2.5.1 The Model and Use of the Interaction Terms; 2.5.2 Sums of Squares Decomposition Without Interaction; 2.5.3 Sums of Squares Decomposition With Interaction; 2.5.4 Example and Codes; Chapter 3 Introduction to Random and Mixed Effects Models; 3.1 One-Factor Balanced Random Effects Model; 3.1.1 Model and Maximum Likelihood Estimation; 3.1.2 Distribution Theory and ANOVA Table; 3.1.3 Point Estimation, Interval Estimation, and Significance Testing
|
| 505 |
8 |
|
|a 3.1.4 Satterthwaite's Method3.1.5 Use of SAS; 3.1.6 Approximate Inference in the Unbalanced Case; 3.1.6.1 Point Estimation in the Unbalanced Case; 3.1.6.2 Interval Estimation in the Unbalanced Case; 3.2 Crossed Random Effects Models; 3.2.1 Two Factors; 3.3 Nested Random Effects Models; 3.3.1 Two Factors; 3.3.1.3 Mixed Model Case; 3.3.2 Three Factors; 3.3.2.1 All Effects Random; 3.3.2.2 Mixed: Classes Fixed; 3.3.2.3 Mixed: Classes and Subclasses Fixed; 3.4 Problems; 3.A Appendix: Solutions; Part II Time Series Analysis: ARMAX Processes; Chapter 4 The AR(1) Model; 4.1 Moments and Stationarity
|
| 505 |
8 |
|
|a 4.2 Order of Integration and Long-Run Variance4.3 Least Squares and ML Estimation; 4.3.1 OLS Estimator of a; 4.3.2 Likelihood Derivation I; 4.3.3 Likelihood Derivation II; 4.3.4 Likelihood Derivation III; 4.3.5 Asymptotic Distribution; 4.4 Forecasting; 4.5 Small Sample Distribution of the OLS and ML Point Estimators; 4.6 Alternative Point Estimators of a; 4.6.1 Use of the Jackknife for Bias Reduction; 4.6.2 Use of the Bootstrap for Bias Reduction; 4.6.3 Median-Unbiased Estimator; 4.6.4 Mean-Bias Adjusted Estimator; 4.6.5 Mode-Adjusted Estimator; 4.6.6 Comparison
|
| 588 |
0 |
|
|a Online resource; title from digital title page (viewed on November 26, 2018).
|
| 590 |
|
|
|a O'Reilly
|b O'Reilly Online Learning: Academic/Public Library Edition
|
| 650 |
|
0 |
|a Time-series analysis.
|
| 650 |
|
0 |
|a Linear models (Statistics)
|
| 650 |
|
6 |
|a Série chronologique.
|
| 650 |
|
7 |
|a MATHEMATICS
|x Calculus.
|2 bisacsh
|
| 650 |
|
7 |
|a MATHEMATICS
|x Mathematical Analysis.
|2 bisacsh
|
| 650 |
|
7 |
|a Linear models (Statistics)
|2 fast
|
| 650 |
|
7 |
|a Time-series analysis
|2 fast
|
| 776 |
0 |
8 |
|i Print version:
|a Paolella, Marc S.
|t Linear models and time-series analysis.
|d Hoboken, NJ : John Wiley & Sons, 2018
|z 9781119431909
|w (DLC) 2018023718
|
| 856 |
4 |
0 |
|u https://learning.oreilly.com/library/view/~/9781119431909/?ar
|z Texto completo (Requiere registro previo con correo institucional)
|
| 938 |
|
|
|a EBSCOhost
|b EBSC
|n 1913589
|
| 938 |
|
|
|a YBP Library Services
|b YANK
|n 15757715
|
| 938 |
|
|
|a YBP Library Services
|b YANK
|n 15763127
|
| 938 |
|
|
|a YBP Library Services
|b YANK
|n 15892299
|
| 994 |
|
|
|a 92
|b IZTAP
|
