MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03569cam a22005295i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
21733517 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
KWUST |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20230824133759.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
|---|
| fixed length control field |
m |o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
|---|
| fixed length control field |
cr ||||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
190131s2018 gw |||| o |||| 0|eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
|---|
| LC control number |
2019751236 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783319982816 |
| 024 7# - OTHER STANDARD IDENTIFIER |
|---|
| Standard number or code |
10.1007/978-3-319-98282-3 |
| Source of number or code |
doi |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(DE-He213)978-3-319-98282-3 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
pn |
| -- |
rda |
| Transcribing agency |
DLC |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB139. L65 2021 |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
BUS021000 |
| Source |
bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
KCH |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
|---|
| Subject category code |
KCH |
| Source |
thema |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.015195 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Levendis, John D, |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Time Series Econometrics : |
| Remainder of title |
Learning Through Replication / |
| Statement of responsibility, etc. |
by John D. Levendis. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
1st ed. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cham : |
| Name of producer, publisher, distributor, manufacturer |
Springer International Publishing : |
| -- |
Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2021. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (XIII, 409 pages 403 illustrations) |
| 336 ## - CONTENT TYPE |
|---|
| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
|---|
| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Springer Texts in Business and Economics, |
| International Standard Serial Number |
2192-4333 |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Chapter 1: Introduction -- Chapter 2: ARMA (p,q) Processes -- Chapter 3: Non-Stationary and ARIMA (p,d,q) Processes -- Chapter 4: Unit Root and Stationarity Tests -- Chapter 5: Structural Breaks and Non-Stationairty -- Chapter 6: ARCH, GARCH and Time-Varying Variance -- Chapter 7: Multiple Time Series and Vector Autoregressions -- Chapter 8: Multiple Time Series and Cointegration. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
In this book, the authors reject the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful. |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on publisher-supplied MARC data. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Macroeconomics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics. |
| Authority record control number or standard number |
https://scigraph.springernature.com/ontologies/product-market-codes/W29010 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Macroeconomics/Monetary Economics//Financial Economics. |
| Authority record control number or standard number |
https://scigraph.springernature.com/ontologies/product-market-codes/W32000 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Statistics for Business, Management, Economics, Finance, Insurance. |
| Authority record control number or standard number |
https://scigraph.springernature.com/ontologies/product-market-codes/S17010 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| Title |
Time series econometrics : learning through replication |
| International Standard Book Number |
9783319982816 |
| Record control number |
(DLC) 2018956137 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783319982816 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Printed edition: |
| International Standard Book Number |
9783319982830 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Springer Texts in Business and Economics, |
| International Standard Serial Number |
2192-4333 |
| 906 ## - LOCAL DATA ELEMENT F, LDF (RLIN) |
|---|
| a |
0 |
| b |
ibc |
| c |
origres |
| d |
u |
| e |
ncip |
| f |
20 |
| g |
y-gencatlg |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Books |
