Unobserved components and time series econometrics (Registro nro. 3300)

Detalles MARC
000 -LEADER
fixed length control field 02125 a2200241 4500
001 - CONTROL NUMBER
control field 40734
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20260407155703.0
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 978-0-19-968366-6
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title spa
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Koopman, Siem Jan
245 10 - TITLE STATEMENT
Title Unobserved components and time series econometrics
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Oxford :
Name of producer, publisher, distributor, manufacturer Oxford University Press
Date of production, publication, distribution, manufacture, or copyright notice 2015
300 ## - PHYSICAL DESCRIPTION
Extent xvii, 370 p.
Dimensions 24 cm.
505 ## - FORMATTED CONTENTS NOTE
Formatted contents note 1. Introduction, Siem Jan Koopman and Neil Shephard - 2. The Development of a Time Series Methodology: from Recursive Residuals to Dynamic Conditional Score Models, Andrew Harvey - 3. A State-Dependent Model for Inflation Forecasting, Andrea Stella and James H. Stock - 4. Measuring the Tracking Error of Exchange Traded Funds, Giuliano De Rossi - 5. Measuring the Dynamics of Global Business Cycle Connectedness, Francis X. Diebold and Kamil Yilmaz - <br/>6. Inferring and Predicting Global Temperature Trends, Craig Ansley and Piet de Jong - 7. Forecasting the Boat Race, Geert Mesters and Siem Jan Koopman - 8. Tests for Serial Dependence in Static, Non-Gaussian Factor Models, Gabriele Fiorentini and Enrique Sentana - 9. Inference for Models with Asymmetric α-Stable Noise Processes, Tatjana Lemke and Simon J. Godsill - 10. Martingale Unobserved Component Models, Neil Shephard - 11. More is Not Always Better: Kalman Filtering in Dynamic Factor Models, Pilar Poncela and Esther Ruiz - 12. On Detecting End-of-Sample Instabilities, Fabio Busetti - 13. Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation, Jouni Helske and Jukka Nyblom - 14. The Superiority of the LM Test in a Class of Econometric Models Where the Wald Test Performs Poorly, Jun Ma and Charles R. Nelson - 15. Generalised Linear Spectral Models, Tommaso Proietti and Alessandra Luati<br/>
590 ## - LOCAL NOTE (RLIN)
Local note niveau_biblio:m niveau_hierar:0
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Shephard, Neil
856 41 - ELECTRONIC LOCATION AND ACCESS
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        Biblioteca Prof. Eusebio Cleto del Rey Biblioteca Prof. Eusebio Cleto del Rey   07/04/2026   330.43 K75 L126251 07/04/2026 07/04/2026 Libro