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Título : Time series and panel data econometrics
Tipo de documento: TEXTO IMPRESO
Autores: M. Hashem Pesaran
Editorial: New York : Oxford University Press
Fecha de publicación: 2015
Número de páginas: xxx, 1064 p.
Dimensiones: 24 cm.
ISBN/ISSN/DL: 978-0-19-875998-0
Idioma : Inglés (eng)
Descriptores: Econometría ; Series temporales
Clasificación: 330.43 Econometría
Nota de contenido: 1. 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
Link: https://biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=40678
Ubicación : 330.43 P472
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