Elements of Time Series Econometrics : (Record no. 70590)

MARC details
000 -LEADER
fixed length control field 04834nam a22004453i 4500
001 - CONTROL NUMBER
control field EBC3319724
003 - CONTROL NUMBER IDENTIFIER
control field MiAaPQ
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20191126085714.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 191125s2014 xx o ||||0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788024623535
Qualifying information (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9788024623153
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC3319724
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL3319724
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10953548
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)896833567
040 ## - CATALOGING SOURCE
Original cataloging agency MiAaPQ
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency MiAaPQ
Modifying agency MiAaPQ
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139 -- .K64 2014eb
082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kocenda, Evzen.
9 (RLIN) 28799
245 10 - TITLE STATEMENT
Title Elements of Time Series Econometrics :
Remainder of title An Applied Approach.
250 ## - EDITION STATEMENT
Edition statement 2nd ed.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Prague :
Name of producer, publisher, distributor, manufacturer Charles University in Prague, Karolinum Press,
Date of production, publication, distribution, manufacture, or copyright notice 2014.
264 #4 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Date of production, publication, distribution, manufacture, or copyright notice ©2014.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (220 pages)
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Intro -- CONTENTS -- INTRODUCTION -- 1. THE NATURE OF TIME SERIES -- 1.1 DESCRIPTION OF TIME SERIES -- 1.2 WHITE NOISE -- 1.3 STATIONARITY -- 1.4 TRANSFORMATIONS OF TIME SERIES -- 1.5 TREND, SEASONAL AND IRREGULAR PATTERNS -- 1.6 ARMA MODELS OF TIME SERIES -- 1.7 STYLIZED FACTS ABOUT TIME SERIES -- 2. DIFFERENCE EQUATIONS -- 2.1 LINEAR DIFFERENCE EQUATIONS -- 2.2 LAG OPERATOR -- 2.3 THE SOLUTION OF DIFFERENCE EQUATIONS -- 2.3.1 PARTICULAR SOLUTION AND LAG OPERATORS -- 2.3.2 SOLUTION BY ITERATION -- 2.3.3 HOMOGENOUS SOLUTION -- 2.3.4 PARTICULAR SOLUTION -- 2.4 STABILITY CONDITIONS -- 2.5 STABILITY AND STATIONARITY -- 3. UNIVARIATE TIME SERIES -- 3.1 ESTIMATION OF AN ARMA MODEL -- 3.1.1 AUTOCORRELATION FUNCTION - ACF -- 3.1.2 PARTIAL AUTOCORRELATION FUNCTION - PACF -- 3.1.3 Q-TESTS -- 3.1.4 DIAGNOSTICS OF RESIDUALS -- 3.1.5 INFORMATION CRITERIA -- 3.1.6 BOX-JENKINS METHODOLOGY -- 3.2 TREND IN TIME SERIES -- 3.2.1 DETERMINISTIC TREND -- 3.2.2 STOCHASTIC TREND -- 3.2.3 STOCHASTIC PLUS DETERMINISTIC TREND -- 3.2.4 ADDITIONAL NOTES ON TRENDS IN TIME SERIES -- 3.3 SEASONALITY IN TIME SERIES -- 3.3.1 REMOVING SEASONAL PATTERNS -- 3.3.2 ESTIMATING SEASONAL PATTERNS -- 3.3.3 DETECTING SEASONAL PATTERNS -- 3.3.4 HODRICK-PRESCOTT FILTER -- 3.4 UNIT ROOTS -- 3.4.1 DICKEY-FULLER TEST -- 3.4.2 AUGMENTED DICKEY-FULLER TEST -- 3.4.3 PHILLIPS-PERRON TEST -- 3.4.4 SHORTCOMINGS OF THE STANDARD UNIT ROOT TESTS -- 3.4.5 KPSS TEST -- 3.5 UNIT ROOTS AND STRUCTURAL CHANGE -- 3.5.1 PERRON'S TEST -- 3.5.2 ZIVOT AND ANDREWS' TEST -- 3.6 DETECTING A STRUCTURAL CHANGE -- 3.6.1 SINGLE STRUCTURAL CHANGE -- 3.6.2 MULTIPLE STRUCTURAL CHANGE -- 3.7 NON-LINEAR STRUCTURE AND CONDITIONAL HETEROSKEDASTICITY AND NON-LINEAR STRUCTURE -- 3.7.1 CONDITIONAL AND UNCONDITIONAL EXPECTATIONS -- 3.7.2 ARCH MODEL -- 3.7.3 GARCH MODEL -- 3.7.4 DETECTING CONDITIONAL HETEROSKEDASTICITY.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 3.7.5 THE BDS TEST -- 3.7.6 AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL -- 3.7.7 IDENTIFICATION AND ESTIMATION OF A GARCH MODEL -- 3.7.8 EXTENSIONS OF ARCH -TYPE MODELS -- 3.7.9 MULTIVARIATE (G)ARCH MODELS -- 3.7.10 STRUCTURAL BREAKS IN VOLATILITY -- 4. MULTIPLE TIME SERIES -- 4.1 VAR MODELS -- 4.1.1 STRUCTURAL FORM, REDUCED FORM, AND IDENTIFICATION -- 4.1.2 STABILITY AND STATIONARITY OF VAR MODELS -- 4.1.3 ESTIMATION OF A VAR MODEL -- 4.2 GRANGER CAUSALITY -- 4.3 COINTEGRATION AND ERROR CORRECTION MODELS -- 4.3.1 DEFINITION OF COINTEGRATION -- 4.3.2 THE ENGLE-GRANGER METHODOLOGY -- 4.3.3 EXTENSIONS TO THE ENGLE-GRANGER METHODOLOGY -- 4.3.4 THE JOHANSEN METHODOLOGY -- 5. PANEL DATA AND UNIT ROOT TESTS -- 5.1 LEVIN, LIN, AND CHU PANEL UNIT-ROOT TEST WITH A NULL OF UNIT ROOT AND LIMITED COEFFICIENTS HETEROGENEITY -- 5.2. IM, PESARAN, AND SHIN UNIT-ROOT TEST WITH A NULL OF UNIT ROOT AND HETEROGENEOUS COEFFICIENTS -- 5.3 HADRI UNIT-ROOT TESTS WITH A NULL OF STATIONARITY -- 5.4 BREUER, MCNOWN, AND WALLACE TEST FOR CONVERGENCE -- 5.5 VOGELSANG TEST FOR β-CONVERGENCE -- APPENDIX A - MONTE CARLO SIMULATIONS -- APPENDIX B - STATISTICAL TABLES -- REFERENCES -- INDEX.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on publisher supplied metadata and other sources.
590 ## - LOCAL NOTE (RLIN)
Local note Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2019. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Econometrics.;Time-series analysis.
9 (RLIN) 28800
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
9 (RLIN) 28801
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Černý, Alexandr.
9 (RLIN) 28802
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Main entry heading Kocenda, Evzen
Title Elements of Time Series Econometrics : An Applied Approach
Place, publisher, and date of publication Prague : Charles University in Prague, Karolinum Press,c2014
International Standard Book Number 9788024623153
797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN)
Corporate name or jurisdiction name as entry element ProQuest (Firm)
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/thebc/detail.action?docID=3319724">https://ebookcentral.proquest.com/lib/thebc/detail.action?docID=3319724</a>
Public note Click to View
887 ## - NON-MARC INFORMATION FIELD
Content of non-MARC field EBK
942 ## - ADDED ENTRY ELEMENTS (KOHA)
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