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Record Nr. |
UNINA9910466154303321 |
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Autore |
Kosenda Evzen |
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Titolo |
Elements of time series econometrics : an applied approach / / Evzen Kosenda, Alexandr Cerný |
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Pubbl/distr/stampa |
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[Prague, Czech Republic] : , : Karolinum Press, , 2015 |
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©2015 |
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ISBN |
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Edizione |
[Third edition.] |
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Descrizione fisica |
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1 online resource (220 p.) |
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Disciplina |
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Soggetti |
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Time-series analysis - Mathematical models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references at the end of each chapters and index. |
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Nota di contenuto |
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Cover; CONTENTS; INTRODUCTION; 1. THE NATURE OF TIME SERIES; 1.1 DESCRIPTION OF TIME SERIES; 1.2 WHITE NOISE; 1.3 STATIONARITY; 1.4 TRANSFORMATIONS OF TIME SERIES; 1.5 TREND, SEASONAL, AND IRREGULAR PATTERNS; 1.6 ARMA MODELS OF TIME SERIES; 1.7 STYLIZED FACTS ABOUT TIME SERIES; 2. DIFFERENCE EQUATIONS; 2.1 LINEAR DIFFERENCE EQUATIONS; 2.2 LAG OPERATOR; 2.3 THE SOLUTION OF DIFFERENCE EQUATIONS; 2.3.1 PARTICULAR SOLUTION AND LAG OPERATORS; 2.3.2 SOLUTION BY ITERATION; 2.3.3 HOMOGENOUS SOLUTION; 2.3.4 PARTICULAR SOLUTION; 2.4 STABILITY CONDITIONS; 2.5 STABILITY AND STATIONARITY |
3. UNIVARIATE TIME SERIES3.1 ESTIMATION OF AN ARMA MODEL; 3.1.1 AUTOCORRELATION FUNCTION - ACF; 3.1.2 PARTIAL AUTOCORRELATION FUNCTION - PACF; 3.1.3 Q-TESTS; 3.1.4 DIAGNOSTICS OF RESIDUALS; 3.1.5 INFORMATION CRITERIA; 3.1.6 BOX-JENKINS METHODOLOGY; 3.2 TREND IN TIME SERIES; 3.2.1 DETERMINISTIC TREND; 3.2.2 STOCHASTIC TREND; 3.2.3 STOCHASTIC PLUS DETERMINISTIC TREND; 3.2.4 ADDITIONAL NOTES ON TRENDS IN TIME SERIES; 3.3 SEASONALITY IN TIME SERIES; 3.3.1 REMOVING SEASONAL PATTERNS; 3.3.2 ESTIMATING SEASONAL PATTERNS; 3.3.3 DETECTING SEASONAL PATTERNS; 3.3.4 HODRICK-PRESCOTT FILTER |
3.4 UNIT ROOTS3.4.1 DICKEY-FULLER TEST; 3.4.2 AUGMENTED |
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DICKEY-FULLER TEST; 3.4.3 PHILLIPS-PERRON TEST; 3.4.4 SHORTCOMINGS OF THE STANDARD UNIT ROOT TESTS; 3.4.5 KPSS TEST; 3.5 UNIT ROOTS AND STRUCTURAL CHANGE; 3.5.1 PERRON'S TEST; 3.5.2 ZIVOT AND ANDREWS' TEST; 3.6 DETECTING A STRUCTURAL CHANGE; 3.6.1 SINGLE STRUCTURAL CHANGE; 3.6.2 MULTIPLE STRUCTURAL CHANGE; 3.7 NON-LINEAR STRUCTURE AND CONDITIONAL HETEROSKEDASTICITY; 3.7.1 CONDITIONAL AND UNCONDITIONAL EXPECTATIONS; 3.7.2 ARCH MODEL; 3.7.3 GARCH MODEL; 3.7.4 DETECTING CONDITIONAL HETEROSKEDASTICITY; 3.7.5 THE BDS TEST |
3.7.6 AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL3.7.7 IDENTIFICATION AND ESTIMATION OF A GARCH MODEL; 3.7.8 EXTENSIONS OF ARCH-TYPE MODELS; 3.7.9 MULTIVARIATE (G)ARCH MODELS; 3.7.10 STRUCTURAL BREAKS IN VOLATILITY; 4. MULTIPLE TIME SERIES; 4.1 VAR MODELS; 4.1.1 STRUCTURAL FORM, REDUCED FORM, AND IDENTIFICATION; 4.1.2 STABILITY AND STATIONARITY OF VAR MODELS; 4.1.3 ESTIMATION OF A VAR MODEL; 4.2 GRANGER CAUSALITY; 4.3 COINTEGRATION AND ERROR CORRECTION MODELS; 4.3.1 DEFINITION OF COINTEGRATION; 4.3.2 THE ENGLE-GRANGER METHODOLOGY |
4.3.3 EXTENSIONS TO THE ENGLE-GRANGER METHODOLOGY4.3.4 THE JOHANSEN METHODOLOGY; 5. PANEL DATA AND UNIT ROOT TESTS; 5.1 LEVIN, LIN, AND CHU PANEL UNIT-ROOT TEST WITH A NULL OF UNIT ROOT AND LIMITED COEFFICIENTS HETEROGENEITY; 5.2. IM, PESARAN, AND SHIN UNIT-ROOT TEST WITH A NULL OF UNIT ROOT AND HETEROGENEOUS COEFFICIENTS; 5.3 HADRI UNIT-ROOT TESTS WITHA NULL OF STATIONARITY; 5.4 BREUER, MCNOWN, AND WALLACETEST FOR CONVERGENCE; 5.5 VOGELSANG TEST FOR β-CONVERGENCE; APPENDIX A - MONTE CARLO SIMULATIONS; APPENDIX B - STATISTICAL TABLES; REFERENCES; INDEX |
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2. |
Record Nr. |
UNINA9910466938303321 |
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Autore |
Baoyin Cao |
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Titolo |
Ecological Civilization of Contemporary China (Modern China Series) (Chinese Edition)当代中国生态文明（当代中国系列丛书）（中文版） |
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Pubbl/distr/stampa |
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Beijing, : China Intercontinental Press, 2014 |
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Descrizione fisica |
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1 online resource (162 p.) |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di contenuto |
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当代中国生态文明 当代中国系列丛书 中文版 ; 扉 ; 版权 ; 目录; 前 ; 生态文明与中国梦; 尊 然 一只 尾 "天 "的故事; 应 然 "中国式环保"探索; 保护 然 中国环保梦; 天 ; PM2.5 一场咳嗽引发的变 ; 5 年5 万亿 京城十 " "伏; 城市 杭州"招 "; 标本兼治 兰州 "污 "始末; 产业搬 是 ; 控 京津冀"开刀"方案; 地绿; 煤 巨变 "煤海"变林海; 沙 "石灰 "三战狼窝沙; 原恢复实 明的" 明"; 湿地墓志 "伊甸园"的沦丧与拯救; 110 亿皮 收入 皮之 后; 水清; 污染 影下的死亡村 ; 80 亿的拯救 白洋淀死 真相"浮出水 "; 公益数据库 水污染地图画出的智慧; 生态 估 "八 "圆明园 渗工程; 捍卫怒江 汪永晨的10 年守候; 淮河治污 目惊心的 法排污"三十六 "; 美丽中国; 绿 发展 绿 策略3D 打印; 循环发展 地球熄灯1 小时; 低碳发展 章的绿 GDP; 代后 ; 封底 |
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Sommario/riassunto |
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143.Building a beautiful China at the new era of ecological civilization is an important content of Chinese dream for the great rejuvenation of Chinese nation. China has incorporated ecological civilization into the socialist modernization scheme. Building ecological civilization and a beautiful China are both long-term plans for the sake of people's well-being, the nation's future, forming an active response to current serious ecological situation. For the many readers who have questions and eager to know about China's ecological situations, this is a perfect book. |
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