Dynamic Econometrics : (Record no. 48034)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02164cam a2200313 i 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | RNL |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260330055448.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220107s2021 fr a b 001 0 fre |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9783031729096 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | RCL |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.0151 B69D |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bismans, Francis J. |
| 245 10 - TITLE STATEMENT | |
| Title | Dynamic Econometrics : |
| Sub Title | Models and Applications |
| Statement of responsibility, etc | / Francis J. Bismans , Olivier Damette |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication | Cham: |
| Name of publisher | Palgrave Macmillan Cham, |
| Year of publication | 2025. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xix, 349p ; 23cm. |
| Other physical details | illustrations ; |
| 490 0# - SERIES STATEMENT | |
| Series statement | Bibliothèque de l'économiste, |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references (pages 301-328) and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | This textbook for advanced econometrics students introduces key concepts of dynamic non-stationary modelling. It discusses all the classic topics in time series analysis and linear models containing multiple equations, as well as covering panel data models, and non-linear models of qualitative variables.<br/>The book offers a general introduction to dynamic econometrics and covers topics including non-stationary stochastic processes, unit root tests, Monte Carlo simulations, heteroskedasticity, autocorrelation, cointegration and error correction mechanism, models specification, and vector autoregressions. Going beyond advanced dynamic analysis, the book also meticulously analyses the classical linear regression model (CLRM) and introduces students to estimation and testing methods for the more advanced auto-regressive distributed lag (ARDL) model. The book incorporates worked examples, algebraic explanations and learning exercises throughout. It will be a valuable resource for graduate and postgraduate students in econometrics and quantitative finance as well as academic researchers in this area. |
| 546 ## - LANGUAGE NOTE | |
| Language note | English |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Econometrics, |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Economic Theory |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Quantitative Economics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Mathematical Methods |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Applications of Mathematics |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Statistical Theory and Methods |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Damette, Olivier |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://link.springer.com/book/10.1007/978-3-031-72910-2 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Full call number | Accession Number | Cost, replacement price | Lost status | Damaged status | Price effective from | Koha item type | Not for loan | Collection code | Withdrawn status | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 330.0151 B69D | 65869 | 7979.69 | 03/30/2026 | Books | Statistics Department Books | RCL | RCL | General Stacks | 03/06/2026 | 7979.69 |