عنوان
پدید آورنده
موضوع
رده
HB135 .G6813 1997
HB135
.
G6813
1997
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0521411467
(Number (ISBN
0521423082
(Number (ISBN
9780521411462
(Number (ISBN
9780521423083
NATIONAL BIBLIOGRAPHY NUMBER
Number
b798547
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Time series and dynamic models /
General Material Designation
[Book]
First Statement of Responsibility
Christian Gourieroux, Alain Monfort ; translated and edited by Giampiero M. Gallo.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
1997.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xv, 668 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm.
SERIES
Series Title
Themes in modern econometrics
GENERAL NOTES
Text of Note
Translation of the 2nd French edition, revised and updated.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 637-654) and index.
CONTENTS NOTE
Text of Note
Ch. 1. Introduction -- Ch. 2. Linear Regression for Seasonal Adjustment -- Ch. 3. Moving Averages for Seasonal Adjustment -- Ch. 4. Exponential Smoothing Methods -- Ch. 5. Some Results on the Univariate Processes -- Ch. 6. The Box and Jenkins Method for Forecasting -- Ch. 7. Multivariate Time Series -- Ch. 8. Time-series Representations -- Ch. 9. Estimation and Testing (Stationary Case) -- Ch. 10. Causality, Exogeneity, and Shocks -- Ch. 11. Trend Components -- Ch. 12. Expectations -- Ch. 13. Specification Analysis -- Ch. 14. Statistical Properties of Nonstationary Processes -- Ch. 15. State-space Models and the Kalman Filter -- Ch. 16. Applications of the State-space Model.
0
UNIFORM TITLE
General Material Designation
Séries temporelles et modèles dynamiques.
Language (when part of a heading)
English
TOPICAL NAME USED AS SUBJECT
Econometrics.
Economics, Mathematical.
Time-series analysis.
Dynamisches Modell
Econometrics.
Econometrics.
Economics, Mathematical.
Ökonometrie
Processus stables.
Séries chronologiques.
Tijdreeksen.
Time-series analysis-- Econometric models.
Time-series analysis.
Variations saisonnières (économie politique)
Zeitreihe
Zeitreihenanalyse
DEWEY DECIMAL CLASSIFICATION
Number
330
.
015195
Edition
21
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB135
Book number
.
G6813
1997
OTHER CLASS NUMBERS
Class number
83
.
03
Class number
QH
237
Class number
SK
845
System Code
bcl
System Code
rvk
System Code
rvk
PERSONAL NAME - PRIMARY RESPONSIBILITY
Gourieroux, Christian,1949-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Gallo, Giampiero M.
Monfort, Alain,1943-
ORIGINATING SOURCE
Date of Transaction
20201207110554.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
