| 000 -LEADER |
|---|
| fixed length control field |
02123nam a2200253Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
DE-boiza |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20191105101136.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
191008 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0-521-56511-1 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IZA |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Bierens, Herman J. |
| 9 (RLIN) |
3803 |
| 245 #0 - TITLE STATEMENT |
|---|
| Title |
Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Date of publication, distribution, etc. |
1996 |
| Name of publisher, distributor, etc. |
Cambridge University Press, |
| Place of publication, distribution, etc. |
Cambridge (u. a.). |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
258 pages |
| 340 ## - PHYSICAL MEDIUM |
|---|
| Location within medium |
C2 58 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This book, Topics in Advanced Econometrics, is written primarily as a textbook for an advanced graduate econometrics course. The topics covered include consistent model specification testing, unit roots and cointegration, and nonparametric regression estimation; they are mainly the topics in which Professor Bierens has made significant contributions to the literature over the last 15 years. This book is unusual as a textbook in the sense that it treats both cross-sectional and time series (i.e., both subscript i and t) issues in econometrics at an advanced level. Most of the results given, other than those available in standard econometrics or statistics textbooks, are drawn from the published work of the author. The book is very useful because it puts together a number of important current issues that have been treated separately in the literature and presents them systematically using a well-organized set of statistical tools. Another advantage of this book is that the materials given are almost self-contained, making this book suitable for self-tuition. This book thus ideally suits students who need tools for independent research especially in the area of nonlinear and nonparametric models and time series analysis. It will also be useful to more advanced researchers who are interested in a thorough understanding of some of the author's original and influential work in these areas. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
econometrics |
| 9 (RLIN) |
3804 |
|
|---|
| Topical term or geographic name entry element |
nonparametric regression |
| 9 (RLIN) |
5486 |
| 653 ## - INDEX TERM--UNCONTROLLED |
|---|
| Uncontrolled term |
model specification testing |
|
|---|
| Uncontrolled term |
unit roots |
|
|---|
| Uncontrolled term |
cointegration |
| 655 ## - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
textbook |
| 9 (RLIN) |
5204 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Monography |
| Source of classification or shelving scheme |
|
