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Title Time series models : in econometrics, finance and other fields / edited by D.R. Cox, D.V. Hinkley and O.E. Barndorff-Nielsen
Imprint London : Chapman & Hall, 1996
book jacket
LOCATION CALL # STATUS OPACMSG BARCODE
 Mathematics Library  HA30.3 T5 1996    LOST    30340200336026
 Statistics Sci. Lib.I  HA30.3 T5 1996    AVAILABLE  -  30570000083200
 Statistics Sci. Lib.I  HA30.3 T5 1996 c.2  AVAILABLE    30570000095246
Descript xiv, 225 p. : ill. ; 23 cm
Series Monographs on statistics and applied probability ; 65
Note Statistical aspects of ARCH and stochastic volatility / Neil Shephard -- Likelihood-based inference for cointegration of some nonstationary time series / Søren Johansen -- Forecasting in macro-economics / Michael P. Clements and David F. Hendry -- Longitudinal panel data: an overview of current methodology / Nan M. Laird -- Pricing by no arbitrage / Bjarne Astrup Jensen and Jørgen Aase Nielsen
Subject Econometric models
Time-series analysis
Econometrics
Estatistica aplicada a economia larpcal
Série chronologique -- Modèles mathématiques -- Congrès
Finances -- Modèles mathématiques -- Congrès
Tijdreeksen. gtt
Econometrie. gtt
Alt Author Cox, D. R. (David Roxbee), 1924-
Hinkley, D. V. (David Victor)
Barndorff-Nielsen, O
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