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01925nam a22002537a 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 |
20191210142901.0 |
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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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180530s2004 xxu||||go|||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780199242023 ( 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 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Franses, Philip Hans |
| 245 00 - TITLE STATEMENT |
|---|
| Title |
Periodic Time Series Models [ electronic resource ] / |
| Statement of responsibility, etc. |
by Philip Hans Franses and Richard Paap. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Name of publisher, distributor, etc. |
Oxford Scholarship Online, |
| Date of publication, distribution, etc. |
2004 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking, and forecasting of univariate periodic autoregressive models. It discusses tests for periodic integration, and provides an extensive discussion of the role of deterministic regressors in testing for periodic integration and in forecasting. The second part discusses multivariate periodic autoregressive models. It provides an overview of periodic cointegration models, including single-equation type tests and a full-system approach based on generalized method of moments. All methods are illustrated with extensive examples, and the book will be invaluable to advanced graduate students and researchers in econometrics and to practitioners looking for an understanding of how to approach seasonal data. |
| 650 10 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometrics |
| 650 10 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Economics and Finance |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Paap, Richard |
| Relator term |
joint author |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://doi.org/10.1093/019924202X.001.0001">https://doi.org/10.1093/019924202X.001.0001</a> |
| Link text |
https://doi.org/10.1093/019924202X.001.0001 |
| Public note |
View to click |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Koha item type |
E-Book |
