Amazon cover image
Image from Amazon.com

The econometric analysis of recurrent events in macroeconomics and finance / Don Harding and Adrian Pagan.

By: Contributor(s): Material type: TextTextSeries: Econometric and Tinbergen Institutes lecturesPublication details: New Jersey Princeton University Press 2016Description: xiii, 215 pages : illustrations ; 23 cmISBN:
  • 0691167087
  • 9780691167084
Subject(s): DDC classification:
  • 330.015195 23 42728
LOC classification:
  • HB141 .H368 2016
Contents:
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Status Date due Barcode
Books Books Symbiosis International University Central Library 330.015195/HAR 42728 (Browse shelf(Opens below)) Available siu-b-42728
Books Books Symbiosis International University Central Library 330.015195/HAR 42729 (Browse shelf(Opens below)) Available siu-b-42729

Includes bibliographical references (pages 187-203) and index.

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.

There are no comments on this title.

to post a comment.