Central Bank of Nigeria Library

Empirical Economic and Financial Research (Record no. 2964)

MARC details
000 -LEADER
fixed length control field 05560nam a22005055i 4500
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151013141909.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 141107s2015 gw | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319031224
-- 978-3-319-03122-4
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-319-03122-4
Source of number or code doi
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HB139-141
072 #7 - SUBJECT CATEGORY CODE
Subject category code KCH
Source bicssc
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS021000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.015195
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Beran, Jan.
Relator term editor.
245 10 - TITLE STATEMENT
Title Empirical Economic and Financial Research
Medium [electronic resource] :
Remainder of title Theory, Methods and Practice /
Statement of responsibility, etc. edited by Jan Beran, Yuanhua Feng, Hartmut Hebbel.
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Cham :
Name of publisher, distributor, etc. Springer International Publishing :
-- Imprint: Springer,
Date of publication, distribution, etc. 2015.
300 ## - PHYSICAL DESCRIPTION
Extent XVIII, 503 p. 72 illus., 27 illus. in color.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Advanced Studies in Theoretical and Applied Econometrics,
International Standard Serial Number 1570-5811 ;
Volume/sequential designation 48
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Foreword -- Editorial -- Introduction -- Part I Empirical Economic Research -- Hebbel, Steuer: Decomposition of Time Series Using the Generalised Berlin Method (VBV) -- Badagián, Kaiser, Peña: Time Series Segmentation Procedures to Detect, Locate and Estimate Change-Points -- Schauberger, Tutz: Regularization Methods in Economic Forecasting -- Bruckner, Jeske: Investigating Bavarian Beer Consumption -- McElroy, Pang: The Algebraic Structure of Transformed Time Series -- Maravall, López Pavón, Pérez Cañete: Reliability of the Automatic Identification of ARIMA Models in Program TRAMO -- Schneeweiss, Ronning, Schmid: Panel Model with Multiplicative Measurement Errors -- Hartung, Elpelt-Hartung, Knapp: A Modified Gauss Test for Correlated Samples with Application to Combining Dependent Tests or P-Values -- Michels: Panel Research on the Demand of Organic Food in Germany: Challenges and Practical Solutions -- Ng, Smith: The Elasticity of Demand for Gasoline: A Semi-Parametric Analysis -- Dehon, Desbordes, Verardi: The Pitfalls of Ignoring Outliers in Instrumental Variables Estimations: An Application to the Deep Determinants of Development -- Schlittgen: Evaluation of Job Centre Schemes - Ideal Types Versus Statistical Twins -- Wilrich: The Precision of Binary Measurement Methods -- Part II Empirical Financial Research -- Beran, Feng, Ghosh: On EFARIMA and ESEMIFAR Models -- Allende, Ulloa, Allende-Cid: Prediction Intervals in Linear and non-Linear Time Series with Sieve Bootstrap Methodology -- Assenmacher, Czudaj: Do Industrial Metals Prices exhibit Bubble Behavior? -- Lütkepohl: Forecasting Unpredictable Variables -- Hamerle, Scherr: Dynamic Modeling of the Correlation Smile -- Abberger, Nierhaus: Findings of the Signal Approach - A Case Study for Kazakhstan -- Peitz, Feng: Double Conditional Smoothing of High-Frequency Volatility Surface under a Spatial model -- Pflaumer: Zillmer’s Population Model: Theory and Application -- Part III New Econometric Approaches -- Koenker: Adaptive Estimation of Regression Parameters for the Gaussian Scale Mixture Model -- Deistler, Scherrer, Anderson: The Structure of Generalized Linear Dynamic Factor Models -- Giraitis, Kapetanios, Mansur, Price: Forecasting under Structural Change -- Hassler, Hosseinkouchack: Distribution of the Durbin-Watson Statistic in Near Integrated Processes -- Grote, Sibbertsen: Testing for Cointegration in a Double-LSTR Framework -- McElroy, Findley: Fitting Constrained Vector Autoregression Models -- Krumbholz, Starke: Minimax Versions of the Two-Step Two-Sample-Gauß- and t-Test -- Samarov: Dimensionality Reduction Models in Density Estimation and Classification -- Baksalary, Trenkler: On a Craig–Sakamoto Theorem for Orthogonal Projectors -- A Note of Appreciation.
520 ## - SUMMARY, ETC.
Summary, etc. The purpose of this book is to establish a connection between the traditional field of empirical economic research and the emerging area of empirical financial research, and to build a bridge between theoretical developments in these areas and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical economic and financial research, including analysis of time series and the business cycle; different forecasting methods; new models for volatility, correlation and of high-frequency financial data; and new approaches to panel regression, as well as a number of case studies. Most of the contributions reflect the state-of-art on the respective subject. The book offers a valuable reference work for researchers, university instructors, practitioners, government officials, and graduate and post-graduate students, as well as an important resource for advanced seminars in empirical economic and financial research.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics.
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 Environmental economics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Finance.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economics/Management Science.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Financial Economics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Environmental Economics.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Feng, Yuanhua.
Relator term editor.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Hebbel, Hartmut.
Relator term editor.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783319031217
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Advanced Studies in Theoretical and Applied Econometrics,
International Standard Serial Number 1570-5811 ;
Volume number/sequential designation 48
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-3-319-03122-4">http://dx.doi.org/10.1007/978-3-319-03122-4</a>
912 ## -
-- ZDB-2-SBE
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type E-Books

No items available.