| 000 -LEADER |
|---|
| fixed length control field |
01806nam a2200289Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
DE-boiza |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191105103020.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
191008 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0-19-828810-7 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IZA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Banerjee, Anindya |
| 9 (RLIN) |
3354 |
|
|---|
| Personal name |
Dolado, Juan J. |
| 9 (RLIN) |
3355 |
|
|---|
| Personal name |
Galbraith, John W. |
| 9 (RLIN) |
3356 |
|
|---|
| Personal name |
Hendry, David F. |
| 9 (RLIN) |
3357 |
| 245 #0 - TITLE STATEMENT |
|---|
| Title |
Co-Integration, Error Correction, and the Econometric Analysis of Non-Stationary Data |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Date of publication, distribution, etc. |
1993 |
| Name of publisher, distributor, etc. |
Oxford University Press, |
| Place of publication, distribution, etc. |
Oxford et al. , |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
329 pages |
| 340 ## - PHYSICAL MEDIUM |
|---|
| Location within medium |
C2 65 |
| 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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
econometric model |
| 9 (RLIN) |
266 |
|
|---|
| Topical term or geographic name entry element |
econometrics |
| 9 (RLIN) |
5491 |
|
|---|
| Topical term or geographic name entry element |
time series |
| 9 (RLIN) |
3358 |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
equilibrium concepts |
|
|---|
| Uncontrolled term |
co‐integration |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://www.oxfordscholarship.com/view/10.1093/0198288107.001.0001/acprof-9780198288107">https://www.oxfordscholarship.com/view/10.1093/0198288107.001.0001/acprof-9780198288107</a> |
| Link text |
Publisher's website |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Monography |
| Source of classification or shelving scheme |
|
