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01993 a2200229 4500 |
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AR-UNSa-BCEJYS |
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|a AR-UNSa-BCEJYS
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|a 330.43
|x Econometría
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| 245 |
1 |
0 |
|a Time series and panel data econometrics
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| 020 |
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|a 978-0-19-875998-0
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| 264 |
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1 |
|a New York :
|b Oxford University Press
|c 2015
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| 300 |
|
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|a xxx, 1064 p.
|c 24 cm.
|
| 505 |
|
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|a 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
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| 041 |
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|a spa
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| 942 |
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|c BK
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| 590 |
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|a niveau_biblio:m niveau_hierar:0
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| 100 |
1 |
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|a Pesaran, M. Hashem
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| 856 |
4 |
1 |
|u https://biblioeco.unsa.edu.ar/pmb/images/libros/L126258.jpg
|y Imagen de portada
|q image/jpeg
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| 999 |
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|c 3288
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