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▼a 330.1/5195
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▼a Harding, Don,
▼e author. |
245 | 14 |
▼a The econometric analysis of recurrent events in macroeconomics and finance /
▼c Don Harding and Adrian Pagan. |
260 | |
▼a Princeton :
▼b Princeton University Press,
▼c [2016] |
300 | |
▼a 1 online resource (xiii, 215 pages) :
▼b illustrations. |
336 | |
▼a text
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▼a The Econometric and Tinbergen Institutes Lectures |
504 | |
▼a Includes bibliographical references and index. |
505 | 0 |
▼a Cover; Title; Copyright; Contents; Series Editors' Introduction ; Preface ; 1 Overview ; 1.1 Introduction ; 1.2 Describing the Events ; 1.3 Using the Event Indicators ("States") ; 1.4 Prediction of Recurrent Events ; 1.5 Conclusion. |
505 | 8 |
▼a 2 Methods for Describing Oscillations, Fluctuations, and Cycles in Univariate Series 2.1 Introduction ; 2.2 Types of Movements in Real and Financial Series ; 2.3 Prescribed Rules for Dating Business Cycles ; 2.4 Prescribed Rules for Dating Other Types of Real Cycles. |
505 | 8 |
▼a 2.5 Prescribed Rules for Dating Financial Cycles 2.6 Relations between Cycles and Oscillations ; 2.7 The Nature of St and Its Modeling ; 2.8 Conclusion ; 3 Constructing Reference Cycles with Multivariate Information ; 3.1 Introduction ; 3.2 Determining the Reference Cycle via Phases. |
505 | 8 |
▼a 3.3 Combining Specific Cycle Turning Points 3.4 Finding Turning Points by Series Aggregation ; 3.5 Conclusion ; 4 Model-Based Rules for Describing Recurrent Events ; 4.1 Introduction ; 4.2 Dating Cycles with Univariate Series. |
505 | 8 |
▼a 4.3 Model-Based Rules for Dating Events with Multivariate Series 4.4 Conclusion ; 5 Measuring Recurrent Event Features in Univariate Data ; 5.1 Introduction ; 5.2 The Fraction of Time Spent in Expansions ; 5.3 Representing the Features of Phases ; 5.4 Amplitudes and Durations of Phases. |
588 | 0 |
▼a Print version record. |
590 | |
▼a Master record variable field(s) change: 072 |
650 | 0 |
▼a Economics
▼x Statistical methods. |
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▼a BUSINESS & ECONOMICS
▼x Economics
▼x General.
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▼a BUSINESS & ECONOMICS
▼x Reference.
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▼a Economics
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▼a BUSINESS & ECONOMICS / Econometrics
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▼a Electronic books. |
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▼a Pagan, Adrian,
▼e author. |
776 | 08 |
▼i Print version:
▼a Harding, Don.
▼t Econometric analysis of recurrent events in macroeconomics and finance.
▼d Princeton, New Jersey : Princeton University Press, [2016]
▼z 0691167087
▼w (DLC) 2015958412
▼w (OCoLC)926820217 |
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▼a Econometric and Tinbergen Institutes lectures. |
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