Applied econometric time series/ (Record no. 1611)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 01856 a2200229 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20190209105125.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190209b ||||| |||| 00| 0 eng d |
| 020 0# - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9788126572731 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIMV |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Enders, Walter |
| Dates associated with a name | 1948- |
| Relator term | Author |
| 9 (RLIN) | 901 |
| 245 ## - TITLE STATEMENT | |
| Title | Applied econometric time series/ |
| Statement of responsibility, etc. | by Walter Enders |
| 250 00 - EDITION STATEMENT | |
| Edition statement | 4 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Name of publisher, distributor, etc. | Wiley |
| Date of publication, distribution, etc. | 2018 |
| Place of publication, distribution, etc. | New Delhi |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | ix, 485pages: |
| Other physical details | Illustrations; |
| Dimensions | 24 cms. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Ch. 1. Difference Equations. 1. Time-Series Models. 2. Difference Equations and Their Solutions. 3. Solution by Iteration. 4. An Alternative Solution Methodology. 5. The Cobweb Model. 6. Solving Homogeneous Difference Equations. 7. Finding Particular Solutions for Determimstic Processes. 8. The Method of Undetermined Coefficients. 9. Lag Operators. 10. Forward-Versus Backward-Looking Solutions --<br/>Ch. 2. Stationary Time-Series Models. 1. Stochastic Difference Equation Models. 2. ARMA Models. 3. Stationarity. 4. Stationarity Restrictions for an ARMA(p, q) Model. 5. The Autocorrelation Function. 6. The Partial Autocorrelation Function. 7. Sample Autocorrelations of Stationary Series. 8. Box-Jenkins Model Selection. 9. The Forecast Function. 10. A Model of the WPI. 11. Seasonality --<br/>Ch. 3. Modeling Economic Time Series: Trends and Volatility. 1. Economic Time Series: The Stylized Facts. 2. ARCH Processes. 3. ARCH and GARCH Estimates of Inflation. |
| 520 3# - SUMMARY, ETC. | |
| Summary, etc. | <br/>This advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Econometrics. |
| 9 (RLIN) | 902 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Time-series analysis |
| 9 (RLIN) | 903 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
| Edition | 4th |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Non-fiction | Indian Institute of Management Visakhapatnam | Indian Institute of Management Visakhapatnam | General Stacks | 02/09/2019 | 3 | 434.25 | 330.015195 END | 001073 | 02/09/2019 | 579.00 | 02/09/2019 | Book |