Nonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ (Record no. 155966)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00457nam a2200133Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780521594240 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015192 |
| Item number | BAR/N |
| 245 ## - TITLE STATEMENT | |
| Title | Nonlinear econometric modeling in time series: proceedings of the eleventh international symposium in economic theory/ |
| Statement of responsibility, etc. | edited by William A. Barnett |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Cambridge: |
| Name of publisher, distributor, etc. | Cambridge University Press, |
| Date of publication, distribution, etc. | 2000. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xii, 227 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 440 ## - SERIES | |
| Title | (International symposia in economic theory and econometrics) |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction and overview / William A. Barnett [and others] --<br/>Time series cointegration tests and non-linearity / William A. Barnett, Barry E. Jones, and Travis D. Nesmith --<br/>Risk-related asymmetries in foreign exchange markets / Giampiero M. Gallo and Barbara Pacini --<br/>Nonlinearity, structural breaks or outliers in economic time series? / Gary Koop and Simon Potter --<br/>Bayesian analysis of nonlinear time series models with a threshold / Michel Lubrano --<br/>Nonlinear time series models : Consistency and asymptotic mormality of NLS under new conditions / Santiago Mira and Alvaro Escribano --<br/>Asymptotic inference on nonlinear functions of the coefficients of infinite order cointegrated VAR processes / Pentti Saikkonen and Helmut Lukepohl --<br/>Nonlinear error-correction models for interest rates in the Netherlands / Dick van Dijk and Philip Hans Franses. |
| 650 ## - SUBJECT | |
| Keyword | Nonlinear theories |
| 650 ## - SUBJECT | |
| Keyword | Time-series analysis |
| 650 ## - SUBJECT | |
| Keyword | Econometrics |
| 650 ## - SUBJECT | |
| Keyword | Econometric models |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Barnett, William A., ed. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Date last checked out | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 29/08/2016 | 330.015192 BAR/N | P10787 | 12/07/2018 | 12/07/2018 | General Books |