Time Series Econometrics / (Record no. 201741)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02780nmm a22003377a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | SPU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20210629190839.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 210516b2016 sz |||||o|||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319328621 (E-book) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | SPU |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | main |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB 141 |
| Item number | N48T 2016 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Neusser, Klaus, |
| 245 10 - TITLE STATEMENT | |
| Title | Time Series Econometrics / |
| Statement of responsibility, etc. | Klaus Neusser |
| Medium | [electronic resource] |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cham, Switzerland : |
| Name of publisher, distributor, etc. | Springer, |
| Date of publication, distribution, etc. | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (xxiv, 409 pages) : |
| Other physical details | illustrations (chiefly color). |
| 449 ## - DEPARTMENT | |
| Department name | บางเขน. คณะบริหารธุรกิจ. ไม่ระบุ |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc. note | Includes bibliographical references (pages 391-402) and index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | ARMA Models -- Multivariate Time Series Analysis -- Definitions and Stationarity -- Estimation of VAR Models -- Interpretation of VAR Models -- Cointegration == Generalizations of Linear Models |
| 506 ## - RESTRICTIONS ON ACCESS NOTE | |
| Terms governing access | Available to OhioLINK libraries |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students."--Publisher's description |
| 521 ## - TARGET AUDIENCE NOTE | |
| Target audience note | Advanced undergraduate and beginning graduate students |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | ECONOMETRIC MODELS |
| 9 (RLIN) | 52509 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | TIME-SERIES ANALYSIS |
| 9 (RLIN) | 234491 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 850 ## - HOLDING INSTITUTION | |
| Holding institution | SPU |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://drive.google.com/file/d/1cYNwbrFA85H0A8eoWQWBPpF7VlWaHh-o/view?usp=sharing">https://drive.google.com/file/d/1cYNwbrFA85H0A8eoWQWBPpF7VlWaHh-o/view?usp=sharing</a> |
| Link text | View Full-text |
| 910 ## - ACQUISITION INFORMATION (SPU) | |
| Purchaser | Library |
| Publisher | Springer |
| Accession date | 160521 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | E-Book |
| 998 ## - STAFF NAME (SPU) | |
| ผู้ลงรายการ | jirawan 0521 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available | Electronic Resources | SPU Library, Bangkok (Main Campus) | SPU Library, Bangkok (Main Campus) | On Display | 16/05/2021 | HB 141 N48T 2016 | 9783319328621 | 16/05/2021 | 16/05/2021 | E-Book |