| 000 -LEADER |
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| fixed length control field |
01920nam a22002777a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
IN-MiVU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20190805171215.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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180418s2003 xxu||||go|||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780191595899 ( e-book ) |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MAIN |
| Language of cataloging |
eng |
| Transcribing agency |
IN-MiVU |
| 041 0# - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.015195 |
| Item number |
BAN/C |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Banerjee, Anindya |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data [ electronic resource ] / |
| Statement of responsibility, etc. |
by Anindya Banerjee, Juan J. Dolado, John W. Galbraith, and David Hendry. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Oxford: |
| Name of publisher, distributor, etc. |
Oxford Scholarship Online, |
| Date of publication, distribution, etc. |
2003. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book considers the econometric analysis of both stationary and non‐stationary processes, which may be linked by equilibrium relationships. It provides a wide‐ranging account of the main tools, techniques, models, concepts, and distributions involved in the modelling of integrated processes (i.e. those that accumulate the effects of past shocks). Since the focus is on equilibrium concepts, including co‐integration and error‐correction, the analysis begins with a discussion of the application of these concepts to stationary empirical models. Later chapters show how integrated processes can be reduced to this case by suitable transformations that take advantage of co‐integrating (equilibrium) relationships. The concepts of co‐integration and error‐correction models are shown to be fundamental in this modelling strategy. Practical modelling advice and empirical illustrations are provided. |
| 650 10 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Economics |
| 655 0# - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dolado, Juan J. |
| Relator term |
joint author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Galbraith, John W. |
| Relator term |
joint author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hendry, David |
| Relator term |
joint author |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://doi.org/10.1093/0198288107.001.0001">https://doi.org/10.1093/0198288107.001.0001</a> |
| Link text |
https://doi.org/10.1093/0198288107.001.0001 |
| Public note |
View to click |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
E-Book |
