Cargando…
Time series econometrics : a concise introduction /
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Houndmills, Basingstoke, Hampshire ; New York :
Palgrave Macmillan,
2015.
|
| Colección: | Palgrave texts in econometrics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn918864224 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 150817s2015 enk ob 001 0 eng d | ||
| 040 | |a UKPGM |b eng |e rda |e pn |c UKPGM |d OCLCO |d YDXCP |d IDEBK |d N$T |d OCLCF |d CDX |d EBLCP |d DEBSZ |d BEDGE |d GW5XE |d VT2 |d UBY |d OCLCQ |d SAKAP |d MERUC |d IDB |d OCLCQ |d AUD |d UKMGB |d OCLCQ |d WYU |d LVT |d LEAUB |d UKAHL |d OCLCQ |d NLW |d OCLCQ |d OCLCO |d OCLCQ |d U9X |d OCLCO | ||
| 015 | |a GBB975189 |2 bnb | ||
| 016 | 7 | |a 017516216 |2 Uk | |
| 016 | 7 | |a 017606522 |2 Uk | |
| 019 | |a 927488380 |a 964908788 |a 1005800651 |a 1043365781 |a 1102277518 |a 1119968154 |a 1229452781 |a 1254042984 | ||
| 020 | |a 9781137525338 |q (electronic bk.) | ||
| 020 | |a 1137525339 |q (electronic bk.) | ||
| 020 | |a 1349579092 | ||
| 020 | |a 9781349579099 | ||
| 020 | |a 9781137525345 |q (EPUB) | ||
| 020 | |a 1137525347 |q (EPUB) | ||
| 020 | |z 9781349579099 |q (print) | ||
| 020 | |z 9781137525321 | ||
| 020 | |z 1137525320 | ||
| 024 | 3 | |a 9781137525338 | |
| 024 | 7 | |a 10.1057/9781137525338 |2 doi | |
| 029 | 1 | |a AU@ |b 000062434591 | |
| 029 | 1 | |a AU@ |b 000067495214 | |
| 029 | 1 | |a DEBSZ |b 452639646 | |
| 029 | 1 | |a DEBSZ |b 473872145 | |
| 029 | 1 | |a DKDLA |b 820120-katalog:000704389 | |
| 029 | 1 | |a UKMGB |b 017516216 | |
| 029 | 1 | |a UKMGB |b 017606522 | |
| 029 | 1 | |a AU@ |b 000074440938 | |
| 035 | |a (OCoLC)918864224 |z (OCoLC)927488380 |z (OCoLC)964908788 |z (OCoLC)1005800651 |z (OCoLC)1043365781 |z (OCoLC)1102277518 |z (OCoLC)1119968154 |z (OCoLC)1229452781 |z (OCoLC)1254042984 | ||
| 037 | |a 832048 |b Palgrave Macmillan |n http://www.palgraveconnect.com | ||
| 050 | 4 | |a HB139 |b .M554 2015 | |
| 072 | 7 | |a BUS |x 069000 |2 bisacsh | |
| 072 | 7 | |a BUS |x 055000 |2 bisacsh | |
| 072 | 7 | |a YQS |2 bicssc | |
| 082 | 0 | 4 | |a 330.01/51955 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Mills, Terence C., |e author. | |
| 245 | 1 | 0 | |a Time series econometrics : |b a concise introduction / |c Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK. |
| 264 | 1 | |a Houndmills, Basingstoke, Hampshire ; |a New York : |b Palgrave Macmillan, |c 2015. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file | ||
| 347 | |b PDF | ||
| 490 | 1 | |a Palgrave Texts in Econometrics | |
| 588 | 0 | |a Print version record. | |
| 520 | |a This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy rather than just having a working knowledge of a set of academically constructed models of some abstract aspects of an artificial economy. Key concepts are introduced and illustrated with a set of examples using current UK and US data, with full details on how these examples may be computed being provided. The content is thus designed for students and researchers in economics and finance to make initial forays into handling time series data. | ||
| 500 | |a Includes index. | ||
| 505 | 0 | |a Introduction -- Modelling stationary time series : the ARMA approach -- Non-stationary time series : differencing and ARIMA modelling -- Unit roots and related topics -- Modelling volatility using GARCH processes -- Forecasting with univariate models -- Modelling multivariate time series : vector autoregressions and Granger causality -- Cointegration in single equations -- Cointegration in systems of equations -- Extensions and developments. | |
| 504 | |a Includes bibliographical references and index. | ||
| 506 | 1 | |a Legal Deposit; |c Only available on premises controlled by the deposit library and to one user at any one time; |e The Legal Deposit Libraries (Non-Print Works) Regulations (UK). |5 WlAbNL | |
| 540 | |a Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force. |5 WlAbNL | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Economics. | |
| 650 | 0 | |a Finance. | |
| 650 | 0 | |a Management. | |
| 650 | 6 | |a Économétrie. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Économie politique. | |
| 650 | 6 | |a Finances. | |
| 650 | 6 | |a Gestion. | |
| 650 | 7 | |a economics. |2 aat | |
| 650 | 7 | |a finance. |2 aat | |
| 650 | 7 | |a management. |2 aat | |
| 650 | 7 | |a Econometrics. |2 bicssc | |
| 650 | 7 | |a Economics, finance, business & management. |2 bicssc | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x General. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
| 650 | 7 | |a Econométrie. |2 eclas | |
| 650 | 7 | |a Modèles économétriques. |2 eclas | |
| 650 | 7 | |a Prévisions économiques. |2 eclas | |
| 650 | 7 | |a Manuels. |2 eclas | |
| 650 | 7 | |a Econometrics |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Mills, Terence C. |t Time series econometrics |z 9781137525321 |w (DLC) 2015014924 |w (OCoLC)908250447 |
| 830 | 0 | |a Palgrave texts in econometrics. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4001234 |z Texto completo |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH29153975 | ||
| 938 | |a Coutts Information Services |b COUT |n 32509230 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4331949 | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL4001234 | ||
| 938 | |a EBSCOhost |b EBSC |n 1074762 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis32509230 | ||
| 938 | |a YBP Library Services |b YANK |n 12500445 | ||
| 994 | |a 92 |b IZTAP | ||