000			03935cam a2200505 a 4500
001			17292378
003			OSt
005			20201102122324.0
008			120509s2010 enka b 001 0 eng d
010			_a 2012392923
015			_aGBA976340 _2bnb
015			_a015-34128 _2bnb
015			_aGBA976340 _2dnb
016	7		_a015341287 _2Uk
020			_a9780230238855 (pbk.)
035			_a(OCoLC)ocn429023945
040			_aUKM _beng _cIISERB
042			_aukscp _alccopycat
050	0	0	_aHB172.5 _b.M324 2010
082	0	4	_a339.015195 D93M _223
084			_aQH 237 _2rvk
222			_aES-reference book collection
245	0	0	_aMacroeconometrics and time series analysis _cedited by Steven N. Durlauf, Lawrence E. Blume.
260			_aBasingstoke : _bPalgrave Macmillan, _c2010.
300			_aviii, 406 p. : _bill. ; _c24 cm.
440		0	_aThe new Palgrave economics collection _926139
500			_a"All articles first published in The new Palgrave dictionary of economics, 2nd ed., 2008"--T.p. verso.
504			_aIncludes bibliographical references and index.
505	0		_aAggregation (econometrics) / Thomas M. Stoker -- ARCH models / Oliver B. Linton -- Bayesian methods in macroeconometrics / Frank Schorfheide -- Bayesian times series analysis / Mark F.J. Steel -- Central limit theorems / Werner Ploberger -- Cointegration / Mark W. Watson -- Continuous and discrete time models / Christopher A. Sims -- Data filters / Timothy Cogley -- Equilibrium-correction models / David F. Hendry -- Forecasting / Clive W.J. Granger -- Fractals / Laurent E. Calvet -- Functional central limit theorems / Werner Ploberger -- Generalized method of moments estimation / Lars Peter Hansen -- Granger-Sims causality -- G.M. Kuersteiner -- Heteroskedasticity and autocorrelation corrections / Kenneth D. West -- Impulse response function / Helmut Lütkepohl -- Kalman and particle filtering / Jesús Fernández-Villaverde -- Law(s) of large numbers / Werner Ploberger -- Long memory models / P.M. Robinson -- Nonlinear time series analysis / Bruce Mizrach -- Prediction formulas / Charles H. Whiteman and Kurt F. Lewis -- Rational expectations / Thomas J. Sargent -- Regime switching models / James D. Hamilton -- Seasonal adjustment / Svend Hylleberg -- Serial correlation and serial dependence / Yongmiao Hong -- SNP : nonparametric time series analysis / A. Ronald Gallant -- Spectral analysis / Timothy J. Vogelsang -- Spline functions / Dale J. Poirier -- Spurious regressions / Clive W.J. Granger -- State space models / Andrew Harvey -- Stochastic volatility models / Neil Shepard -- Structural change, econometrics of / Pierre Perron -- Structural vector autoregressions / Jesús Fernández-Villaverde and Juan F. Rubio-Ramírez -- Threshold models / Timo Teräsvirta -- Time series analysis / Francis X. Diebold, Lutz Kilian and Marc Nerlove -- Trend/cycle decomposition / Charles R. Nelson -- Unit roots / Peter C.B. Phillips -- Variance decomposition / Helmut Lütkepohl -- Varying coefficient models / Andros Kourtellos and Thanasis Stengos -- Vector autoregressions / Tao Zha -- Wavelets / James B. Ramsey.
650		0	_aTime-series analysis. _926140
650		0	_aMacroeconomics _xEconometric models. _926141
650		7	_aMakroökonomik. _2stw _926142
650		7	_aÖkonometrisches Makromodell. _2stw _926143
650		7	_aZeitreihenanalyse. _2stw _926144
650	0	7	_aMakroökonomie. _2swd _926145
650	0	7	_aZeitreihenanalyse. _2swd _926144
650	0	7	_aÖkonometrisches Modell. _2swd _926146
655		7	_aAufsatzsammlung. _2swd _926147
700	1		_aDurlauf, Steven N. _926148
700	1		_aBlume, Lawrence. _926149
730	0		_aNew Palgrave dictionary of economics. _s2nd ed. _926150
906			_a7 _bcbc _ccopycat _d2 _encip _f20 _gy-gencatlg
942			_2ddc _cBK
999			_c9173 _d9173