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020 ▼a 1400880939 ▼q (electronic bk.)
020 ▼a 9781400880935 ▼q (electronic bk.)
020 ▼z 9780691167084
020 ▼z 0691167087
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08204 ▼a 330.1/5195 ▼2 23
1001 ▼a Harding, Don, ▼e author.
24514 ▼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 ▼b txt ▼2 rdacontent
337 ▼a computer ▼b c ▼2 rdamedia
338 ▼a online resource ▼b cr ▼2 rdacarrier
4901 ▼a The Econometric and Tinbergen Institutes Lectures
504 ▼a Includes bibliographical references and index.
5050 ▼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.
5058 ▼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.
5058 ▼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.
5058 ▼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.
5058 ▼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.
5880 ▼a Print version record.
590 ▼a Master record variable field(s) change: 072
650 0 ▼a Economics ▼x Statistical methods.
650 7 ▼a BUSINESS & ECONOMICS ▼x Economics ▼x General. ▼2 bisacsh
650 7 ▼a BUSINESS & ECONOMICS ▼x Reference. ▼2 bisacsh
650 7 ▼a Economics ▼x Statistical methods. ▼2 fast ▼0 (OCoLC)fst00902215
650 7 ▼a BUSINESS & ECONOMICS / Econometrics ▼2 bisacsh
655 4 ▼a Electronic books.
7001 ▼a Pagan, Adrian, ▼e author.
77608 ▼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
830 0 ▼a Econometric and Tinbergen Institutes lectures.
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