서지주요정보
The econometric analysis of recurrent events in macroeconomics and finance
서명 / 저자 The econometric analysis of recurrent events in macroeconomics and finance / Don Harding and Adrian Pagan.
저자명 Harding, Don;Pagan, Adrian
발행사항 Princeton : Princeton University Press, [2016]
총서명 The Econometric and Tinbergen Institutes Lectures
Online Access http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1168575URL

서지기타정보

서지기타정보
청구기호 HB137
형태사항 1 online resource (xiii, 215 pages) : illustrations.
언어 English
서지주기 Includes bibliographical references and index.
내용 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. 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. 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. 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. 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.
주제 Economics --Statistical methods.
BUSINESS & ECONOMICS --Economics --General. --bisacsh
BUSINESS & ECONOMICS --Reference. --bisacsh
Economics --Statistical methods. --fast --(OCoLC)fst00902215
BUSINESS & ECONOMICS / Econometrics --bisacsh
ISBN 1400880939q(electronic bk.) 9781400880935
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