Macroeconometrics and time series analysis
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| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Basingstoke [u.a.]
Palgrave Macmillan
2010
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | The new Palgrave economics collection
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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MARC
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| 245 | 1 | 0 | |a Macroeconometrics and time series analysis |c ed. Steven N. Durlauf ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Basingstoke [u.a.] |b Palgrave Macmillan |c 2010 | |
| 300 | |a VIII, 406 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a The new Palgrave economics collection | |
| 650 | 4 | |a Macroeconomics / Econometric models | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 7 | |a Makroökonomik |2 stw | |
| 650 | 7 | |a Zeitreihenanalyse |2 stw | |
| 650 | 7 | |a Ökonometrisches Makromodell |2 stw | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Macroeconomics |x Econometric models | |
| 650 | 4 | |a Time-series analysis | |
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| 650 | 0 | 7 | |a Makroökonomie |0 (DE-588)4037174-8 |2 gnd |9 rswk-swf |
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| 999 | |a oai:aleph.bib-bvb.de:BVB01-018658865 | ||
Datensatz im Suchindex
| _version_ | 1804140745006776320 |
|---|---|
| adam_text | Contents
List of Contributors
vii
General Preface
ix
Introduction
X
aggregation (econometrics)
1
THOMAS M. STOKER
ARCH modtls
OLIVER
В
UNTON
Bayeslan methods In
mecroeconometrics
FRANK
SCHORFHEIDE
cantra!
limit theorems
WERNER
PLOBERGER
cointegration
MARK W. WATSON
data
(liten
TIMOTHY COGLEY
forecasting
CLIVE W.J.
GRANGER
fractals
LAURENT E. CALVET
15
28
Bayeslan time series analysis
35
MARK
f
.).
STEEL
46
53
continuous and discrete time
models
60
CHRISTOPHER A. SIMS
68
equilibrium-correction models
76
DAVID F. HENDRY
90
94
functional central limit theorems
99
WERNER PLOBERGER
generalized method of moments
estimation
105
LARS PETER
HANSEN
Granger-Sims causality
119
G M
KUERSTEINER
heteroskedastldty and
autocorrelation corrections
135
KENNETH
D
WEST
Impulse response function
145
HELMUT
LÜTKEPOHL
Kalman
and particle Altering
151
JESUS FERNÄNOEZ
VILLAVERDE
law(s) of large numbers
WERNER PLOBERGER
long memory models
P.M. ROBINSON
seasonal adjustment
SVENO
HYLLEBERG
158
163
nonlinear time series analysis
169
BRUCE MIZRACH
prediction formulas
178
CHARLES H. WHITEMAN AND
KURT F. LEWIS
rational expectations
193
THOMAS J. SARGENT
regime switching models
202
JAMES D. HAMILTON
210
serial correlation and serial
dependence
227
YONGMIAO HONG
vi
Contents
SNP: nonparametric
time
threshold models
308
series analysis
245
TIMO
TERÄSVIRTA
A. RONALD GALLANT
time series analysis
317
spectral analysis
250
FRANCIS X. DIEBOLD,
LUTZ
KILIÁN
TIMOTHY J. VOGELSANG
AND MARC NERLOVE
spline functions
260
trend/cycle decomposition
343
DALEJ.
POIRIER
CHARLES R. NELSON
spurious regressions
265
unit roots
347
CLIVE
W.J. GRANGER
PETER
C.B.
PHILLIPS
state space models
269
variance decomposition
369
ANDREW HARVEY
HELMUT
LÜTKEPOHL
stochastic volatility models
276
varying coefficient models
372
NEILSHEPHARD
ANDROS KOURTELLOS AND
THANASIS STENGOS
structrual change.
econometrics of
288
vector autoregressions
378
PIERRE PERRON
TAO ZHA
structural vector
wavelets
391
autoregressions
303
JAMES B. RAMSEY
JESÚS FERNÁNDEZ-VILLAVERDE
AND
JUAN F.
RUBIO-RAMÍREZ
INDEX
399
|
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| dewey-full | 339.015195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 339 - Macroeconomics and related topics |
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| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| genre_facet | Aufsatzsammlung |
| id | DE-604.BV035799706 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:04:51Z |
| institution | BVB |
| isbn | 9780230238848 9780230238855 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-018658865 |
| oclc_num | 429023945 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-1050 DE-N2 DE-521 |
| owner_facet | DE-384 DE-703 DE-1050 DE-N2 DE-521 |
| physical | VIII, 406 S. graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Palgrave Macmillan |
| record_format | marc |
| series2 | The new Palgrave economics collection |
| spelling | Macroeconometrics and time series analysis ed. Steven N. Durlauf ... 1. publ. Basingstoke [u.a.] Palgrave Macmillan 2010 VIII, 406 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier The new Palgrave economics collection Macroeconomics / Econometric models Time-series analysis Makroökonomik stw Zeitreihenanalyse stw Ökonometrisches Makromodell stw Ökonometrisches Modell Macroeconomics Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Makroökonomie (DE-588)4037174-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Makroökonomie (DE-588)4037174-8 s Ökonometrisches Modell (DE-588)4043212-9 s DE-604 Zeitreihenanalyse (DE-588)4067486-1 s Durlauf, Steven N. Sonstige (DE-588)128549599 oth Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018658865&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Macroeconometrics and time series analysis Macroeconomics / Econometric models Time-series analysis Makroökonomik stw Zeitreihenanalyse stw Ökonometrisches Makromodell stw Ökonometrisches Modell Macroeconomics Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Makroökonomie (DE-588)4037174-8 gnd |
| subject_GND | (DE-588)4043212-9 (DE-588)4067486-1 (DE-588)4037174-8 (DE-588)4143413-4 |
| title | Macroeconometrics and time series analysis |
| title_auth | Macroeconometrics and time series analysis |
| title_exact_search | Macroeconometrics and time series analysis |
| title_full | Macroeconometrics and time series analysis ed. Steven N. Durlauf ... |
| title_fullStr | Macroeconometrics and time series analysis ed. Steven N. Durlauf ... |
| title_full_unstemmed | Macroeconometrics and time series analysis ed. Steven N. Durlauf ... |
| title_short | Macroeconometrics and time series analysis |
| title_sort | macroeconometrics and time series analysis |
| topic | Macroeconomics / Econometric models Time-series analysis Makroökonomik stw Zeitreihenanalyse stw Ökonometrisches Makromodell stw Ökonometrisches Modell Macroeconomics Econometric models Ökonometrisches Modell (DE-588)4043212-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Makroökonomie (DE-588)4037174-8 gnd |
| topic_facet | Macroeconomics / Econometric models Time-series analysis Makroökonomik Zeitreihenanalyse Ökonometrisches Makromodell Ökonometrisches Modell Macroeconomics Econometric models Makroökonomie Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=018658865&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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