North South University Library OPAC

Time series and panel data econometrics / (Record no. 29226)

MARC details
000 -LEADER
fixed length control field 02869cam a22004215a 4500
001 - CONTROL NUMBER
control field BD-DhNSU-29226
003 - CONTROL NUMBER IDENTIFIER
control field NSUL-eBook
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20231021172039.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m\\\\\o\\d\\\\\\\\
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||nn|n
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 201126s2015 enka b b 001 0 eng
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2015936093
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780198759980 (pbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0198759983 (pbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780198736912 (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0198736916 (hbk.)
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency BD-DhNSU
Modifying agency BD-DhNSU
041 ## - LANGUAGE CODE
Language code of text eng
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139
Item number .P47 2015
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Pesaran, M. Hashem,
Dates associated with a name 1946-
245 10 - TITLE STATEMENT
Title Time series and panel data econometrics /
Statement of responsibility, etc M. Hashem Pesaran.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Oxford, United Kingdom :
Name of producer, publisher, distributor, manufacturer Oxford University Press,
Date of production, publication, distribution, manufacture, or copyright notice c2015.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xxx, 1064 p.)
336 ## - CONTENT TYPE
Source rdacontent
Content type term text
Content type code txt
337 ## - MEDIA TYPE
Source rdamedia
Media type term computer
Media type code c
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (pages [995]-1033) and indexes.
520 ## - SUMMARY, ETC.
Summary, etc. This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models.<br/><br/>It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual.<br/><br/>It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
526 0# - STUDY PROGRAM INFORMATION NOTE
Program name Economics
590 ## - LOCAL NOTE (RLIN)
Documentalist Md. Abdul Hakim
590 ## - LOCAL NOTE (RLIN)
Documentalist Sumaiya Khanam
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Econometrics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Macroeconomics
General subdivision Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Time-series analysis.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Panel analysis.
655 #7 - INDEX TERM--GENRE/FORM
Source of term local
Genre/form data or focus term Electronic books.
856 40 - ELECTRONIC LOCATION AND ACCESS
Public note Full text available:
Materials specified ◉ login required
Uniform Resource Identifier https://opac.northsouth.edu/cgi-bin/koha/opac-retrieve-file.pl?id=3cd4cf24366ad4923d68c44c5cd49c87
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme lcc
Koha item type EBOOK
999 ## - SYSTEM CONTROL NUMBERS (KOHA)
-- 29226
-- 29226
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Code Permanent Location Current Location Shelving location DATE acquired (DATE Received) Call Number Barcode (Accession #) Date last seen Copy number Bill Date Item type
    lcc   Not For Loan Non-fiction North South University Library North South University Library Online 2020-11-26 HB139.P47 2015 500010132 2020-11-26 1 2020-11-26 eBook (Electronic Book)
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