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The Econometric analysis of recurrent events in macroeconomics and finance / Don Harding and Adrian Pagan.

By: Contributor(s): Material type: TextTextSeries: Econometric and Tinbergen Institutes lecturesPublication details: Princeton : Princeton University Press, [2016]Description: xiii, 215p. : illustrations ; 23cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0691167087
  • 9780691167084
Subject(s): DDC classification:
  • 330.015195 HAR 22
LOC classification:
  • HB141 .H368 2016
Contents:
Overview -- Methods for describing oscillations, fluctuations, and cycles in univariate series -- Constructing reference cycles with multivariate information -- Model-based rules for describing recurrent events -- Measuring recurrent event features in univariate data -- Measuring synchronization of recurrent events in multivariate data -- Accounting for observed cycle features with a range of statistical models -- Using the recurrent event binary states to examine economic modeling issues -- Predicting turning points and recessions.
Summary: This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Book Book Calcutta 330.015195 HAR (Browse shelf(Opens below)) Available IIMC-0146415
Total holds: 0

Includes bibliographical references (pages 187-203) and index.

Overview -- Methods for describing oscillations, fluctuations, and cycles in univariate series -- Constructing reference cycles with multivariate information -- Model-based rules for describing recurrent events -- Measuring recurrent event features in univariate data -- Measuring synchronization of recurrent events in multivariate data -- Accounting for observed cycle features with a range of statistical models -- Using the recurrent event binary states to examine economic modeling issues -- Predicting turning points and recessions.

This book presents the econometric methods necessary for the successful modeling of recurrent events, providing valuable insights for policymakers, empirical researchers, and theorists.

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