000			01993 a2200229 4500
001			40678
005			20260407155702.0
008			260407a2015 arg spa d
003			AR-UNSa-BCEJYS
040			_aAR-UNSa-BCEJYS _bspa _cAR-UNSa-BCEJYS
080			_a330.43 _xEconometría
245	1	0	_aTime series and panel data econometrics
020			_a978-0-19-875998-0
264		1	_aNew York : _bOxford University Press _c2015
300			_axxx, 1064 p. _c24 cm.
505			_a1. 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
041			_aspa
942			_cBK
590			_aniveau_biblio:m niveau_hierar:0
100	1		_aPesaran, M. Hashem
856	4	1	_uhttps://biblioeco.unsa.edu.ar/pmb/images/libros/L126258.jpg _yImagen de portada _qimage/jpeg
999			_c3288 _d3288