Library Catalogue
Time series analysis (Record no. 41178)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01787nam a2200217Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20201003113134.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 160316s2012 xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789380663432 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | nls |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.550000 |
| Item number | HAM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hamilton James D |
| 245 ## - TITLE STATEMENT | |
| Title | Time series analysis |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Kolkata |
| Name of publisher, distributor, etc. | Levant Books |
| Date of publication, distribution, etc. | 2012 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 799p |
| Dimensions | xiii |
| 365 ## - TRADE PRICE | |
| Price amount | Rs. 1,595 |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results.<br/><br/><br/>The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | 1. Research - Time Series - Statistical Analysis 2. Research - Time Series - Forecasting & Control Aspects |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | |
| -- | |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | BOOKs |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NLS | NLS | General Stacks | 30/05/2017 | 1598.00 | 519.55 HAM | 34669 | 30/05/2017 | 30/05/2017 | BOOKs |