Unobserved components and time series econometrics (Registro nro. 3300)
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| 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 | |
| Uniform Resource Identifier | <a href="https://biblioeco.unsa.edu.ar/pmb/images/libros/L126251.jpg">https://biblioeco.unsa.edu.ar/pmb/images/libros/L126251.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 K75 | L126251 | 07/04/2026 | 07/04/2026 | Libro |