Record ID | ia:appliedeconometr0000unse_s6h0 |
Source | Internet Archive |
Download MARC XML | https://archive.org/download/appliedeconometr0000unse_s6h0/appliedeconometr0000unse_s6h0_marc.xml |
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LEADER: 04119cam 2200733 a 4500
001 ocm30779267
003 OCoLC
005 20200714131623.0
008 940627s1995 nyua b 001 0 eng
010 $a 94027849
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050 00 $aHB139$b.E55 1995
080 $a330.115.1
082 00 $a330/.01/5195$220
084 $a83.03$2bcl
100 1 $aEnders, Walter,$d1948-
245 10 $aApplied econometric time series /$cWalter Enders.
260 $aNew York :$bWiley,$c©1995.
300 $axi, 433 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
338 $avolume$bnc$2rdacarrier
490 1 $aWiley series in probability and mathematical statistics
504 $aIncludes bibliographical references (pages 423-426) and indexes.
505 0 $aCh. 1. Difference Equations. 1. Time-Series Models. 2. Difference Equations and Their Solutions. 3. Solution by Iteration. 4. An Alternative Solution Methodology. 5. The Cobweb Model. 6. Solving Homogeneous Difference Equations. 7. Finding Particular Solutions for Determimstic Processes. 8. The Method of Undetermined Coefficients. 9. Lag Operators. 10. Forward-Versus Backward-Looking Solutions -- Ch. 2. Stationary Time-Series Models. 1. Stochastic Difference Equation Models. 2. ARMA Models. 3. Stationarity. 4. Stationarity Restrictions for an ARMA(p, q) Model. 5. The Autocorrelation Function. 6. The Partial Autocorrelation Function. 7. Sample Autocorrelations of Stationary Series. 8. Box-Jenkins Model Selection. 9. The Forecast Function. 10. A Model of the WPI. 11. Seasonality -- Ch. 3. Modeling Economic Time Series: Trends and Volatility. 1. Economic Time Series: The Stylized Facts. 2. ARCH Processes. 3. ARCH and GARCH Estimates of Inflation.
520 $aThis advanced text for a course on time series econometrics introduces modern time series analyses through the use of wide-ranging examples and applications. Providing a balance between macro- and microeconomic applications, the book covers recent work that has only been published in journals.
650 0 $aEconometrics.
650 0 $aTime-series analysis.
650 1 $aTime-series analysis.
650 6 $aÉconométrie.
650 6 $aSérie chronologique.
650 7 $aEconometrics.$2fast$0(OCoLC)fst00901574
650 7 $aTime-series analysis.$2fast$0(OCoLC)fst01151190
650 17 $aEconometrie.$2gtt
650 17 $aTijdreeksen.$2gtt
650 7 $aSéries chronologiques.$2ram
650 7 $aÉconométrie.$2ram
653 0 $aEconometrics
830 0 $aWiley series in probability and mathematical statistics.
856 41 $3Table of contents$uhttp://catdir.loc.gov/catdir/toc/onix02/94027849.html
856 41 $3Table of contents$uhttp://digitool.hbz-nrw.de:1801/webclient/DeliveryManager?pid=2037696&custom_att_2=simple_viewer
856 42 $3Contributor biographical information$uhttp://catdir.loc.gov/catdir/enhancements/fy0607/94027849-b.html
856 42 $3Publisher description$uhttp://catdir.loc.gov/catdir/description/wiley032/94027849.html
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938 $aYBP Library Services$bYANK$n414138
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