عنوان

Time series and panel data econometrics /

شابک

0191800503

شابک

0198736916

شابک

9780191800504

شابک

9780198736912

عنوان اصلي

Time series and panel data econometrics /

نام عام مواد

[Book]

نام نخستين پديدآور

M. Hashem Pesaran.

وضعيت ويراست

First edition.

محل نشرو پخش و غیره

Oxford :

نام ناشر، پخش کننده و غيره

Oxford University Press,

تاریخ نشرو بخش و غیره

2016.

نام خاص و کميت اثر

1 online resource :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

Part I Introduction to Econometrics -- 1 Relationship Between Two Variables -- 2 Multiple Regression -- 3 Hypothesis Testing in Regression Models -- 4 Heteroskedasticity -- 5 Autocorrelated Disturbances -- 6 Introduction to Dynamic Economic Modelling -- 7 Predictability of Asset Returns and the Efficient Market Hypothesis -- Part II Statistical Theory -- 8 Asymptotic Theory -- 9 Maximum Likelihood Estimation -- 10 Generalized Method of Moments -- 11 Model Selection and Testing Non-Nested Hypotheses -- Part III Stochastic Processes -- 12 Introduction to Stochastic Processes -- 13 Spectral Analysis -- Part IV Multivariate Time Series Models -- 14 Estimation of Stationary Time Series Processes -- 15 Unit Root Processes -- 16 Trend and Cycle Decomposition -- 17 Introduction to Forecasting -- 18 Measurement and Modelling of Volatility -- Part V Multivariate Time Series Models -- 19 Multivariate Analysis -- 20 Multivariate Rational Expectations Models -- Chapter 21 Vector Autoregressive Models -- Chapter 22 Cointegration Analysis -- Chapter 23 Varx Modelling -- Chapter 24 Impulse Response Analysis -- Chapter 25 Modelling the Conditional Correlation of Asset Returns -- Part VI Panel Data Econometrics -- Chapter 26 Panel Data Models with Strictly Exogenous Regressors -- Chapter 27 Short T Dynamic Panel Data Models -- Chapter 28 Large Heterogeneous Panel Data Models -- Chapter 29 Cross-Sectional Dependence in Panels -- Chapter 30 Spatial Panel Econometrics -- Chapter 31 Unit Roots and Cointegration in Panels -- Chapter 32 Aggregation of Large Panels -- Chapter 33 Theory and Practice of GVAR Modelling.

بدون عنوان

0

متن يادداشت

This work describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

شماره استاندارد بين المللي کتاب و موسيقي

9780198736912

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Macroeconomics-- Mathematical models.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Macroeconomics-- Mathematical models.

شماره

شماره رده

مستند نام اشخاص تاييد نشده

Pesaran, M. Hashem,1946-

تاريخ عمليات

20200822092337.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y