MARC details
| 000 -LEADER |
|---|
| fixed length control field |
02019nam a22003017a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240802094214.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240726b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780199683666 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0199683662 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
rda |
| Language of cataloging |
English |
| Transcribing agency |
MSULIB |
| Description conventions |
rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB139 UNO |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Koopman, Siem Jan |
| Relator term |
editor |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Unobserved components and time series econometrics / |
| Statement of responsibility, etc |
edited by Siem Jan Koopman and Neil Shephard. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Name of producer, publisher, distributor, manufacturer |
Oxford University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 370 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
24 cm |
| 336 ## - CONTENT TYPE |
|---|
| content type term |
text |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
|---|
| media type term |
unmediated |
| media type code |
n |
| source |
rdamedia |
| 338 ## - CARRIER TYPE |
|---|
| carrier type term |
volume |
| carrier type code |
nc |
| source |
rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references (pages 349-370) and index. |
| 520 8# - SUMMARY, ETC. |
|---|
| Summary, etc |
This volume presents original and up-to-date studies in unobserved components (UC) time series models from both theoretical and methodological perspectives. It also presents empirical studies where the UC time series methodology is adopted. Drawing on the intellectual influence of Andrew Harvey, the work covers three main topics: the theory and methodology for unobserved components time series models; applications of unobserved components time series models; and time series econometrics and estimation and testing. These types of time series models have seen wide application in economics, statistics, finance, climate change, engineering, biostatistics, and sports statistics. The volume effectively provides a key review into relevant research directions for UC time series econometrics and will be of interest to econometricians, time series statisticians, and practitioners (government, central banks, business) in time series analysis and forecasting, as well to researchers and graduate students in statistics, econometrics, and engineering. |
| 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 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Shephard, Neil, |
| Relator term |
editor. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Book |