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|a 052183919X
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|a 0521547873 (pbk.)
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|a DLC
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|a HA30.3
|b .A67 2004
|
| 082 |
0 |
0 |
|a 330/.01/51955
|2 22
|
| 245 |
0 |
0 |
|a Applied time series econometrics /
|c edited by Helmut Lütkepohl, Markus Krätzig.
|
| 260 |
|
|
|a Cambridge, UK ;
|a New York :
|b Cambridge University Press,
|c 2004.
|
| 300 |
|
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|a xxv, 323 p. :
|b ill. ;
|c 24 cm.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Themes in modern econometrics
|
| 504 |
|
|
|a Includes bibliographical references (p. 301-315) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Initial tasks and overview /
|r Helmut Lutkepohl --
|g 2.
|t Univariate time series analysis /
|r Helmut Lutkepohl --
|g 3.
|t Vector autoregressive and vector error correction models /
|r Helmut Lutkepohl --
|g 4.
|t Structural vector autoregressive modeling and impulse responses /
|r Jorg Breitung, Ralf Bruggemann and Helmut Lutkepohl --
|g 5.
|t Conditional heteroskedasticity /
|r Helmut Herwartz --
|g 6.
|t Smooth transition regression modeling /
|r Timo Terasvirta --
|g 7.
|t Nonparametric time series modeling /
|r Rolf Tschernig --
|g 8.
|t The software JMulTi /
|r Markus Kratzig.
|
| 650 |
|
0 |
|a Time-series analysis
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2010116558
|
| 650 |
|
0 |
|a Econometrics.
|0 http://id.loc.gov/authorities/subjects/sh85040763
|
| 650 |
|
7 |
|a Econometrics.
|2 fast
|0 http://id.worldcat.org/fast/fst00901574
|
| 650 |
|
7 |
|a Time-series analysis
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01151196
|
| 700 |
1 |
|
|a Lütkepohl, Helmut.
|0 http://id.loc.gov/authorities/names/n86090773
|1 http://viaf.org/viaf/85276947
|
| 700 |
1 |
|
|a Krätzig, Markus,
|d 1974-
|0 http://id.loc.gov/authorities/names/n2003023111
|1 http://viaf.org/viaf/70022808
|
| 901 |
|
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|a ToCBNA
|
| 903 |
|
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|a HeVa
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| 035 |
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|a (OCoLC)53919546
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| 929 |
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|t Library of Congress classification
|a HA30.3 .A67 2004
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|c JRL-Gen
|i 4965672
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|t Library of Congress classification
|a HA30.3 .A67 2004
|l JRL
|c JRL-Gen
|e MACP
|b 70099293
|i 7818625
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