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- catalog contributor b8220414.
- catalog created "1996.".
- catalog date "1996".
- catalog date "1996.".
- catalog dateCopyrighted "1996.".
- catalog description "Includes bibliographical references and indexes.".
- catalog description "pt. I. Unit-Root Tests in Univariate Analysis. 1. Stochastic Trend and Overview of Part I. 2. Trend Stationarity vs. Difference Stationarity. 3. Discrimination in Terms of the Long-Run Component: A Test for Trend Stationarity. 4. Unit-Root Asymptotic Theories (I). 5. Regression Approach to the Test for Difference Stationarity (I). 6. Unit-Root Asymptotic Theories (II). 7. Regression Approach to the Test for Difference Stationarity (II). 8. Viewing the Discrimination as a Model Selection Problem Including Deterministic Trends. 9. Results of the Model Selection Approach. 10. Bayesian Discrimination -- pt. II. Co-Integration Analysis in Econometrics. 11. Different Modelling Strategies on Multiple Relationships. 12. Conceptual Framework of the Co-Integration and its Relation to Economic Theories. 13. Asymptotic Inference Theories on Co-Integrated Regressions. 14. Inference on Dynamic Econometric Models. 15. Maximum-Likelihood Inference Theory of Co-Integrated VAR.".
- catalog extent "xii, 294 p. :".
- catalog identifier "0198773528".
- catalog identifier "0198773536".
- catalog isPartOf "Advanced texts in econometrics".
- catalog issued "1996".
- catalog issued "1996.".
- catalog language "eng".
- catalog publisher "Oxford ; New York : Oxford University Press,".
- catalog subject "330/.01/519232 20".
- catalog subject "Econometrics.".
- catalog subject "HB139 .H38 1995".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "pt. I. Unit-Root Tests in Univariate Analysis. 1. Stochastic Trend and Overview of Part I. 2. Trend Stationarity vs. Difference Stationarity. 3. Discrimination in Terms of the Long-Run Component: A Test for Trend Stationarity. 4. Unit-Root Asymptotic Theories (I). 5. Regression Approach to the Test for Difference Stationarity (I). 6. Unit-Root Asymptotic Theories (II). 7. Regression Approach to the Test for Difference Stationarity (II). 8. Viewing the Discrimination as a Model Selection Problem Including Deterministic Trends. 9. Results of the Model Selection Approach. 10. Bayesian Discrimination -- pt. II. Co-Integration Analysis in Econometrics. 11. Different Modelling Strategies on Multiple Relationships. 12. Conceptual Framework of the Co-Integration and its Relation to Economic Theories. 13. Asymptotic Inference Theories on Co-Integrated Regressions. 14. Inference on Dynamic Econometric Models. 15. Maximum-Likelihood Inference Theory of Co-Integrated VAR.".
- catalog title "Time-series-based econometrics : unit roots and co-integrations / Michio Hatanaka.".
- catalog type "text".