The econometric analysis of recurrent events in macroeconomics and finance

Don Harding and Adrian Pagan
Bok · Engelsk · 2016

Medvirkende	Pagan, A. R.
Utgitt	Princeton University Press , 2016
Omfang	xiii, 215 sider : figurer
Opplysninger	Oppstillingssignatur i 852 (Holding):. - Overview -- Methods for describing oscillations, fluctuations, and cycles in univariate series -- Constructing reference cycles with multivariate information -- Model-based rules for describing recurrent events -- Measuring recurrent event features in univariate data -- Measuring synchronization of recurrent events in multivariate data -- Accounting for observed cycle features with a range of statistical models -- Using the recurrent event binary states to examine economic modeling issues -- Predicting turning points and recessions.
Emner	Business cycles - Econometric models. : (OCoLC)fst00842461 Econometric models. : (OCoLC)fst00901567 Econometrics. : (OCoLC)fst00901574 Konjunktursvingninger : (NO-TrBIB)HUME23870 Vis mer... Macroeconomics - Mathematical models. : (OCoLC)fst01005228 Økonometri : (NO-TrBIB)HUME22775
Dewey	330.015195
ISBN	9780691167084