Time series econometrics (Record no. 560960)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01651 a2200205 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783319982816 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIT Kanpur |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Item number | L576t |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Levendis, John D. |
| 245 ## - TITLE STATEMENT | |
| Title | Time series econometrics |
| Remainder of title | learning through replication |
| Statement of responsibility, etc | John D. Levendis |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher | Springer |
| Year of publication | 2019 |
| Place of publication | Switzerland |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 409p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Springer texts in business and economics |
| 500 ## - GENERAL NOTE | |
| General note | Extras online |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | In this book, the author rejects 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Econometrics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time - series analysis |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Text Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Permanent Location | Current Location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Uniform Resource Identifier | Cost, replacement price | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TEXT | PK Kelkar Library, IIT Kanpur | PK Kelkar Library, IIT Kanpur | 2019-11-29 | 2 | 6978.65 | 330.015195 L576t | A184997 | 8723.31 | Text Books |