LEADER 04418nam 2200529 450 001 9910466154303321 005 20200520144314.0 010 $a80-246-3198-9 035 $a(CKB)3710000000588351 035 $a(EBL)4395935 035 $a(MiAaPQ)EBC4395935 035 $a(Au-PeEL)EBL4395935 035 $a(CaPaEBR)ebr11168593 035 $a(OCoLC)945609753 035 $a(EXLCZ)993710000000588351 100 $a20160615h20152015 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $2rdacontent 182 $2rdamedia 183 $2rdacarrier 200 10$aElements of time series econometrics $ean applied approach /$fEvzen Kosenda, Alexandr Cerny? 205 $aThird edition. 210 1$a[Prague, Czech Republic] :$cKarolinum Press,$d2015. 210 4$dİ2015 215 $a1 online resource (220 p.) 300 $aDescription based upon print version of record. 311 $a80-246-3199-7 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aCover; 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 327 $a3. 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 327 $a3.4 UNIT ROOTS3.4.1 DICKEY-FULLER TEST; 3.4.2 AUGMENTED 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 327 $a3.7.6 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 327 $a4.3.3 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 ?-CONVERGENCE; APPENDIX A - MONTE CARLO SIMULATIONS; APPENDIX B - STATISTICAL TABLES; REFERENCES; INDEX 606 $aTime-series analysis$xMathematical models 608 $aElectronic books. 615 0$aTime-series analysis$xMathematical models. 676 $a519.55 700 $aKosenda$b Evzen$0981671 702 $aC?erny?$b Alexandr 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910466154303321 996 $aElements of time series econometrics$92240472 997 $aUNINA LEADER 02932nam 22004213u 450 001 9910466938303321 005 20210108004756.0 035 $a(CKB)3820000000020427 035 $a(EBL)4459859 035 $a(MiAaPQ)EBC4459859 035 $a(Au-PeEL)EBL4459859 035 $a(CaPaEBR)ebr11203750 035 $a(OCoLC)948393679 035 $a(EXLCZ)993820000000020427 100 $a20160502d2014|||| u|| | 101 0 $achi 135 $aur|n|---||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aEcological Civilization of Contemporary China (Modern China Series) (Chinese Edition)??????????????????????? 210 $aBeijing $cChina Intercontinental Press$d2014 215 $a1 online resource (162 p.) 300 $aDescription based upon print version of record. 311 $a7-5085-2786-0 327 $a???????? ???????? ??? ; ? ; ?? ; ??; ? ; ????????; ? ? ?? ? "? "???; ? ? "?????"??; ?? ? ?????; ? ; PM2.5 ???????? ; 5 ?5 ?? ??? " "?; ?? ??"? "; ???? ?? "? "??; ??? ? ; ? ???"??"??; ??; ? ?? "??"???; ? "?? "?????; ???? ??" ?"; ???? "???"??????; 110 ?? ?? ?? ?; ??; ?? ?????? ; 80 ???? ???? ??"??? "; ????? ??????????; ?? ? "? "??? ???; ???? ????10 ???; ???? ???? ???"??? "; ????; ? ?? ? ??3D ??; ???? ????1 ??; ???? ??? GDP; ?? ; ?? 330 $a143.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. 608 $aElectronic books. 676 $a304.20951 700 $aBaoyin$b Cao$01036944 701 $aWujin$b Yin$01036945 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9910466938303321 996 $aEcological Civilization of Contemporary China (Modern China Series) (Chinese Edition)???????????????????????$92457587 997 $aUNINA LEADER 01243nam 2200325z- 450 001 9910694449203321 005 20081210093539.0 035 $a(CKB)5860000000017785 035 $a(BIP)021307935 035 $a(EXLCZ)995860000000017785 100 $a20220406c2007uuuu -u- - 101 0 $aeng 200 10$aAllegations of misconduct at the General Services Administration $ehearing before the Committee on Oversight and Government Reform, House of Representatives, One Hundred Tenth Congress, first session, March 28, 2007 215 $a1 online resource (iii, 265 p.) $cill 311 $a0-16-080370-5 517 $aAllegations of misconduct at the General Services Administration 606 $aMisconduct in office$zUnited States 606 $aGovernment purchasing$xCorrupt practices$zUnited States 610 $aUnited States 610 $aMisconduct in office 610 $aGovernment purchasing 610 $aPolitical corruption 610 $aPolitical science 610 $aLaw 615 0$aMisconduct in office 615 0$aGovernment purchasing$xCorrupt practices 906 $aBOOK 912 $a9910694449203321 996 $aAllegations of misconduct at the General Services Administration$93216074 997 $aUNINA