01281nam a2200241 i 4500991001207269707536110512s2010 it bc 000 0 ita 9781145141759b13977830-39ule_instBiblioteca Interfacoltàita015.4503Ulrico Hoepli editore 454930Catalogo Completo delle Edizioni Hoepli: elencate in un solo alfabeto, per autori e per soggetti, preceduti dall'indice cronologico delle singole pubblicazioni dal 1871 al 1907 /Ulrico Hoepli[Firenze :Napu Press,2010]428 p. ;24 cm.Il luogo di pubblicazione, il nome dell'editore e l'anno di pubblicazione si ricavano da fonte esterna alla pubblicazione.EditoriPubblicazioni.CataloghiSec. 19.-20..b1397783002-04-1412-05-11991001207269707536LE002 SB 015.4503 ULR12002000624543le002pE28.31-no 00000.i1526629112-05-11Catalogo Completo delle Edizioni Hoepli: elencate in un solo alfabeto, per autori e per soggetti, preceduti dall'indice cronologico delle singole pubblicazioni dal 1871 al 1907246644UNISALENTOle00212-05-11ma -itait 0002456oam 2200541 450 991071530390332120210617141113.0(CKB)5470000002511000(OCoLC)1241255820(EXLCZ)99547000000251100020210312d1991 ua 0engur|||||||||||txtrdacontentcrdamediacrrdacarrier(1) Erroneous data in "Nuclear safety guide, TID-7016, Revision 2," (NUREG/CR-0095, ORNL/NUREG/CSD-6 (1978)) and (2) Thermal scattering data limitation in the cross-section sets provided with the KENO and Scale codesWashington, D.C. :United States Nuclear Regulatory Commission, Office of Nuclear Reactor Regulation & Office of Nuclear Material Safety and Safeguards,1991.1 online resourceInformation notice ;no. 91-66"October 18, 1991."Erroneous data in "Nuclear safety guide, TID-7016, Revision 2," (NUREG/CR-0095, ORNL/NUREG/CSD-6 (1978)) and (2) Thermal scattering data limitation in the cross-section sets provided with the KENO and Scale codes.Nuclear safety guide, TID-7016, revision 2Thermal scattering data limitation in the cross-section sets provided with the KENO and Scale codes.Nuclear power plantsSafety measuresCriticality (Nuclear engineering)SoftwareError analysis (Mathematics)Criticality (Nuclear engineering)fastError analysis (Mathematics)fastNuclear power plantsSafety measuresfastSoftware.fastNuclear power plantsSafety measures.Criticality (Nuclear engineering)Error analysis (Mathematics)Criticality (Nuclear engineering)Error analysis (Mathematics)Nuclear power plantsSafety measures.U.S. Nuclear Regulatory Commission.Office of Nuclear Reactor Regulation,U.S. Nuclear Regulatory Commission.Office of Nuclear Material Safety and Safeguards,GPOGPOOCLCOOCLCFGPOBOOK99107153039033211) Erroneous data in "Nuclear safety guide, TID-7016, Revision 2," (NUREG3303773UNINA03846nam 22006135 450 991098331040332120250216115531.09783031729102303172910210.1007/978-3-031-72910-2(CKB)37627812800041(MiAaPQ)EBC31921680(Au-PeEL)EBL31921680(DE-He213)978-3-031-72910-2(OCoLC)1503843199(EXLCZ)993762781280004120250216d2025 u| 0engur|||||||||||txtrdacontentcrdamediacrrdacarrierDynamic Econometrics Models and Applications /by Francis J. Bismans, Olivier Damette1st ed. 2025.Cham :Springer Nature Switzerland :Imprint: Palgrave Macmillan,2025.1 online resource (560 pages)9783031729096 3031729099 1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non-Stationary Panels -- 10. The Binary Qualitative Model.“This book is a bold and confident advance in dynamic econometric theory and practice.” I. Litvine, Professor in Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics, coming at a crucial time to fill a significant gap in the field.” Maria do Rosário Grossinho, Professor of Analysis and Mathematical Finance ISEG - University of Lisbon Portugal This textbook for advanced econometrics students introduces key concepts of dynamic non-stationary modelling. It discusses all the classic topics in time series analysis and linear models containing multiple equations, as well as covering panel data models, and non-linear models of qualitative variables. The book offers a general introduction to dynamic econometrics and covers topics including non-stationary stochastic processes, unit root tests, Monte Carlo simulations, heteroskedasticity, autocorrelation, cointegration and error correction mechanism, models specification, and vector autoregressions. Going beyond advanced dynamic analysis, the book also meticulously analyses the classical linear regression model (CLRM) and introduces students to estimation and testing methods for the more advanced auto-regressive distributed lag (ARDL) model. The book incorporates worked examples, algebraic explanations and learning exercises throughout. It will be a valuable resource for graduate and postgraduate students in econometrics and quantitative finance as well as academic researchers in this area. Francis Bismans is Professor in Economics and Statistics, University of Lorraine, France. Olivier Damette is Professor in Economics, University of Lorraine, France.EconometricsSocial sciencesMathematicsRegression analysisEconometricsQuantitative EconomicsMathematics in Business, Economics and FinanceLinear Models and RegressionEconometrics.Social sciencesMathematics.Regression analysis.Econometrics.Quantitative Economics.Mathematics in Business, Economics and Finance.Linear Models and Regression.330.015195Bismans Francis J1784670Damette Olivier1784671MiAaPQMiAaPQMiAaPQBOOK9910983310403321Dynamic Econometrics4316273UNINA