MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01477cam a2200277 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
137903 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ISI Library, Kolkata |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20170911115043.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
960104s1996 nyu b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780198774549 (alk. paper) |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
ISI Library |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
330.015195 |
| Edition number |
23 |
| Item number |
F835 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Franses, Philip Hans, |
| Relator term |
author |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Periodicity and stochastic trends in economic time series / |
| Statement of responsibility, etc |
Philip Hans Franses. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Oxford : |
| Name of publisher, distributor, etc |
Oxford University Press, |
| Date of publication, distribution, etc |
2003. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xii, 230 pages ; |
| Dimensions |
24 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Advanced texts in econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and indexes. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
1. Introduction --<br/> 2. Concepts in time series analysis --<br/> 3. An introduction to seasonal time series --<br/> 4. Seasonal adjustment --<br/> 5. Seasonal integration and cointegration --<br/> 6. Are seasons, trends, and cycles always independent? --<br/> 7. Periodic autoregressive time series models --<br/> 8. Periodic integration --<br/> 9. Periodic cointegration --<br/> 10. Conclusion. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
This text provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. The analysis considers econometric theory, Monte Carlo simulation and forecasting, and it is illuminated with empirical time series. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic analysis. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Cycles. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Books |
