Introduction to Modern Time Series Analysis (Record no. 46315)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03072nam a22005417a 4500 |
| 001 - CONTROL NUMBER | |
| control field | sulb-eb0024223 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160413122430.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 121009s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783642334368 |
| -- | 978-3-642-33436-8 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-642-33436-8 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139-141 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | KCH |
| Source | bicssc |
| Subject category code | BUS021000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kirchgässner, Gebhard. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Introduction to Modern Time Series Analysis |
| Medium | [electronic resource] / |
| Statement of responsibility, etc. | by Gebhard Kirchgässner, Jürgen Wolters, Uwe Hassler. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2013. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XII, 320 p. |
| Other physical details | online resource. |
| 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 |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Texts in Business and Economics, |
| International Standard Serial Number | 2192-4333 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction and Basics -- Univariate Stationary Processes -- Granger Causality -- Vector Autoregressive Processes -- Nonstationary Processes -- Cointegration -- Nonstationary Panel Data -- Autoregressive Conditional Heteroscedasticity. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated. . |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Game theory. |
| Topical term or geographic name as entry element | Statistics. |
| Topical term or geographic name as entry element | Econometrics. |
| Topical term or geographic name as entry element | Macroeconomics. |
| Topical term or geographic name as entry element | Economics. |
| Topical term or geographic name as entry element | Econometrics. |
| Topical term or geographic name as entry element | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| Topical term or geographic name as entry element | Game Theory, Economics, Social and Behav. Sciences. |
| Topical term or geographic name as entry element | Macroeconomics/Monetary Economics//Financial Economics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Wolters, Jürgen. |
| Relator term | author. |
| Personal name | Hassler, Uwe. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783642334351 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Texts in Business and Economics, |
| International Standard Serial Number | 2192-4333 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1007/978-3-642-33436-8">http://dx.doi.org/10.1007/978-3-642-33436-8</a> |
| 912 ## - | |
| -- | ZDB-2-SBE |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | |
No items available.