Cargando…
New directions in macromodelling /
The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) va...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Amsterdam ; Boston :
Elsevier,
2004.
|
| Edición: | 1st ed. |
| Colección: | Contributions to economic analysis ;
v. 269. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Ia 4500 | ||
|---|---|---|---|
| 001 | ocm76128008 | ||
| 003 | OCoLC | ||
| 005 | 20231005004200.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 061116s2004 ne a fob 001 0 eng d | ||
| 010 | |a 2006273116 | ||
| 040 | |a N$T |b eng |e pn |c N$T |d YDXCP |d OCLCQ |d MERUC |d UBY |d E7B |d OCLCQ |d IDEBK |d OCLCQ |d COO |d REDDC |d OCLCQ |d TXM |d OCLCQ |d OCLCF |d OCLCQ |d BEDGE |d UA@ |d OCLCQ |d AGLDB |d OCLCQ |d REB |d VNS |d OCLCQ |d VTS |d AU@ |d REC |d OCLCO |d OCLCQ |d OCLCO | ||
| 015 | |a GBA471761 |2 bnb | ||
| 016 | 7 | |z 013007110 |2 Uk | |
| 019 | |a 148713343 |a 441762613 |a 505123067 |a 647546859 |a 1026462843 |a 1057949289 | ||
| 020 | |a 0080459226 |q (electronic bk.) | ||
| 020 | |a 9780080459226 |q (electronic bk.) | ||
| 020 | |a 9781849508308 |q (electronic bk.) | ||
| 020 | |a 1849508305 |q (electronic bk.) | ||
| 020 | |z 9780444516336 | ||
| 020 | |z 0444516336 |q (Cloth) | ||
| 029 | 1 | |a AU@ |b 000051334758 | |
| 029 | 1 | |a DEBBG |b BV043082706 | |
| 029 | 1 | |a DEBSZ |b 422261386 | |
| 029 | 1 | |a GBVCP |b 802188133 | |
| 029 | 1 | |a NZ1 |b 15572575 | |
| 029 | 1 | |a AU@ |b 000060051349 | |
| 035 | |a (OCoLC)76128008 |z (OCoLC)148713343 |z (OCoLC)441762613 |z (OCoLC)505123067 |z (OCoLC)647546859 |z (OCoLC)1026462843 |z (OCoLC)1057949289 | ||
| 050 | 4 | |a HB141 |b .N49 2004eb | |
| 072 | 7 | |a HB |2 lcco | |
| 072 | 7 | |a BUS |x 021000 |2 bisacsh | |
| 072 | 7 | |a BUS |x 061000 |2 bisacsh | |
| 080 | |a 303.725.33 | ||
| 082 | 0 | 4 | |a 330.01/5195 |2 22 |
| 084 | |a 83.03 |2 bcl | ||
| 049 | |a UAMI | ||
| 245 | 0 | 0 | |a New directions in macromodelling / |c edited by Aleksander Welfe. |
| 250 | |a 1st ed. | ||
| 260 | |a Amsterdam ; |a Boston : |b Elsevier, |c 2004. | ||
| 300 | |a 1 online resource (xii, 236 pages) : |b illustrations. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Contributions to economic analysis, |x 0573-8555 ; |v 269 | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Modelling volatility and its implication for European economic integration / Stephen G. Hall -- Causality and exogeneity in non-stationary economic time series / David F. Hendry -- A small sample correction of the Dickey-Fuller test / Søren Johansen -- Inflation, money growth, and I(2) analysis / Katarina Juselius -- Recent advances in cointegration analysis / Helmut Lütkepohl -- The use of econometric models in economic policy analysis / Grayham E. Mizon -- Bayesian comparison of bivariate GARCH processes : the role of the conditional mean specification / Jacek Osiewalski, Mateusz Pipień -- Modelling Polish economy : an application of SVEqCM / Aleksander Welfe, Piotr Karp, Piotr Kębłowski -- Optimal lag structure selection in VEC-models / Peter Winker, Dietmar Maringer. | |
| 588 | 0 | |a Print version record. | |
| 520 | |a The monograph concentrates on recent developments in modelling economic processes on macro level. Namely there are two main areas of interest: co-integration analysis and the use of high frequency time series. Special emphasis is put on testing, application of VEqCM models to I(1) as well as I(2) variables and structuralization of VAR. Volatility is analysed within traditional and Bayesian approach. | ||
| 590 | |a Emerald Insight |b Emerald All Book Titles | ||
| 650 | 0 | |a Econometric models. | |
| 650 | 6 | |a Modèles économétriques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Econometrics. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Statistics. |2 bisacsh | |
| 650 | 7 | |a Gestion d'entreprises. |2 eclas | |
| 650 | 7 | |a Econometric models |2 fast | |
| 650 | 1 | 7 | |a Econometrische modellen. |2 gtt |
| 650 | 1 | 7 | |a Macro-economie. |2 gtt |
| 700 | 1 | |a Welfe, Aleksander. | |
| 776 | 0 | 8 | |i Print version: |t New directions in macromodelling. |b 1st ed. |d Amsterdam ; Boston : Elsevier, 2004 |z 0444516336 |w (DLC) 2006273116 |w (OCoLC)56695899 |
| 830 | 0 | |a Contributions to economic analysis ; |v v. 269. |x 0573-8555 | |
| 856 | 4 | 0 | |u https://emerald.uam.elogim.com/insight/publication/doi/10.1016/S0573-8555(2004)269 |z Texto completo |
| 938 | |a ebrary |b EBRY |n ebr10138420 | ||
| 938 | |a EBSCOhost |b EBSC |n 166625 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 63387 | ||
| 938 | |a YBP Library Services |b YANK |n 2489307 | ||
| 938 | |a YBP Library Services |b YANK |n 7585040 | ||
| 994 | |a 92 |b IZTAP | ||