Time series and panel data econometrics (Registro nro. 3288)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01993 a2200229 4500 |
| 001 - CONTROL NUMBER | |
| control field | 40678 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260407155702.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 260407a2015 arg spa d |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | AR-UNSa-BCEJYS |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | AR-UNSa-BCEJYS |
| Language of cataloging | spa |
| Transcribing agency | AR-UNSa-BCEJYS |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 330.43 |
| Common auxiliary subdivision | Econometría |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0-19-875998-0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | spa |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Pesaran, M. Hashem |
| 245 10 - TITLE STATEMENT | |
| Title | Time series and panel data econometrics |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | New York : |
| Name of producer, publisher, distributor, manufacturer | Oxford University Press |
| Date of production, publication, distribution, manufacture, or copyright notice | 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxx, 1064 p. |
| Dimensions | 24 cm. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 - 8. Asymptotic theory - 9. Maximun likelihood estimation - 10. Generalized method of moments - 11. Model selection and testing non-nested hypotheses - 12. Introduction to stochastic processes - 13. Spectral analysis - 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 - 19. Multivariate analysis - 20. Multivariate rational expectations models - 21. Vector autoregressive models - 22. Cointegration analysis - 23. VARX modelling - 24. Impulse response analysis - 25. Modelling the conditional correlation of asset returns - 26. Panel data models with strictly exogenous regressors - 27. Short T dynamic panel data models - 28. Large heterogeneous panel data models - 29. Cross-sectional dependence in panels - 30. Spatial panel econometrics - 31. Unit roots and cointegration in panels - 32. Aggregation of large panels - 33. Theory and practice of GVAR modelling |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | niveau_biblio:m niveau_hierar:0 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://biblioeco.unsa.edu.ar/pmb/images/libros/L126258.jpg">https://biblioeco.unsa.edu.ar/pmb/images/libros/L126258.jpg</a> |
| Link text | Imagen de portada |
| Electronic format type | image/jpeg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Biblioteca Prof. Eusebio Cleto del Rey | Biblioteca Prof. Eusebio Cleto del Rey | 07/04/2026 | 330.43 P472 | L126258 | 07/04/2026 | 07/04/2026 | Libro |