000 | 01346nam a2200253 a 4500 | ||
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003 | arcduce | ||
005 | 20210917231700.0 | ||
008 | 111214s2004 uk_||||| |||| 00| 0 eng d | ||
020 | _a0521547873 | ||
040 |
_aarcduce _carcduce |
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082 | 0 | _a330.015195 | |
245 | 0 | 0 |
_aApplied time series econometrics / _cedited by Helmut Lütkepoht and Markus Krätzig. |
260 |
_aCambridge : _bCambridge University Press, _c2004 |
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300 |
_axxv, 323 p. : _bil. |
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504 | _aIncluye bibliografía. | ||
505 | 0 | _a1. Initial tasks and overview / Helmut Lütkepohl -- 2. Univariate time series analysis / Helmut Lütkepohl -- 3. Vector autoregressive and vector error correction models / Helmut Lütkepohl -- 4. Structural vector autoregressive modeling and impulse responses / Jr̲g Breitung, Ralf Brüggemann, and Helmut Lütkepohl -- 5. Conditional heteroskedasticity / Helmut Herwartz -- 6. Smooth transition regression modeling / Timo Ters̃virta -- 7. Nonparametric time series modeling / Rolf Tschernig -- 8. The software JMulti / markus Krätzig. | |
650 | 4 | _aSERIES TEMPORALES | |
650 | 4 | _aANALISIS DE SERIES TEMPORALES | |
650 | 4 |
_aECONOMETRIA APLICADA _914109 |
|
700 | 1 |
_aKrätzig, Markus, _93076 _eed. |
|
700 | 1 |
_93077 _aLütkepohl, Helmut, _d1951-, _eed. |
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942 |
_cLIBR _j330.015195 L 48655 _2ddc |
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945 |
_aBEA _d2011-12-11 |
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999 |
_c17476 _d17476 |