Detalles MARC
| 000 -ENCABEZADO |
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| Número de control [NR] |
04461cam a2200337 i 4500 |
| 001 - NÚMERO DE CONTROL |
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| control field |
ocn889726638 |
| 005 - FECHA Y HORA DE LA ÚLTIMA TRANSACCIÓN |
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| control field |
20160307122057.0 |
| 008 - DE LONGITUD FIJA DE DATOS DE ELEMENTOS - INFORMACIÓN GENERAL |
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| Elementos de longitud fija [NR] |
160307s2014 enkad fr 001 0 eng d |
| 020 ## - NUMERO INTERNACIONAL NORMALIZADO PARA LIBROS [R] |
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| Número Internacional Normalizado del libro [NR] |
0199679959 |
| 020 ## - NUMERO INTERNACIONAL NORMALIZADO PARA LIBROS [R] |
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| Número Internacional Normalizado del libro [NR] |
9780199679959 |
| 040 ## - FUENTE DE CATALOGACION [NR] |
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| Agencia de catalogación original [NR] |
Co-BoUCM |
| Idioma de catalogación [NR] |
spa |
| Quien Cataloga |
Saul Niño |
| Quien Clasifica |
Saul Niño |
| 041 0# - CODIGO DE IDIOMA [R] |
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| Código de idioma para texto/pista de sonido o título separado [R] |
Inglés |
| 245 00 - MENCION DE TITULO [NR] |
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| Título [NR] |
Essays in nonlinear time series econometrics |
| Mención de responsabilidad, etc. [NR] |
edited by Niels Haldrup, Mika Meitz, and Pentti Saikkonen |
| 250 ## - MENCION DE EDICION [NR] |
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| Mención de edición [NR] |
5th ed |
| 260 ## - PUBLICACION, DISTRIBUCION, ETC. (PIE DE IMPRENTA) [R] |
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| Lugar de publicación, distribución, etc. [R] |
Oxford (Inglaterra) |
| Nombre del editor, distribuidor, etc. [R] |
Oxford University Press |
| Fecha de publicación, distribución, etc. [R] |
2014 |
| 300 ## - DESCRIPCION FISICA [R] |
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| Extensión [R] |
xxiii, 367 páginas |
| Otros detalles físicos [NR] |
ilustraciones, gráficas |
| 500 ## - NOTA GENERAL [R] |
|---|
| Nota general [NR] |
Incluye índice |
| 505 0# - NOTA DE CONTENIDO CON FORMATO PREESTABLECIDO [R] |
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| Información miscelánea [R] |
Pt. I Testing for Linearity and Functional Form. -- |
| State manifest and birth record (1764-1977). |
1.Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions / |
| Mención de responsabilidad [R] |
Jin Seo Cho, Isao Ishida, and Halbert White. -- |
| State manifest and birth record (1764-1977). |
2.Consistent Testing of Functional Form in Time Series Models / |
| Mención de responsabilidad [R] |
James Davidson and Andreea G. Halunga. -- |
| State manifest and birth record (1764-1977). |
3.Linearity Testing for Trending Data with an Application of the Wild Bootstrap / |
| Mención de responsabilidad [R] |
Robinson Kruse and Rickard Sandberg. -- |
| State manifest and birth record (1764-1977). |
pt. II Smooth Transition Models. -- |
| -- |
4.Common Nonlinearities in Multiple Series of Stock Market Volatility / |
| Mención de responsabilidad [R] |
Heather M. Anderson and Farshid Vahid. -- |
| State manifest and birth record (1764-1977). |
5.Balance Sheet Recessions and Time-Varying Coefficients in a Phillips Curve Relationship: An Application to Finnish Data / |
| Mención de responsabilidad [R] |
Katarina Juselius and Mikael Juselius. -- |
| State manifest and birth record (1764-1977). |
6.Modeling Time-Varying Volatility in Financial Returns: Evidence from the Bond Markets / |
| Mención de responsabilidad [R] |
Cristina Amado and Helina Laakkonen. -- |
| State manifest and birth record (1764-1977). |
pt. III Model Selection and Econometric Methodology. -- |
| -- |
7.Semi-Automatic Nonlinear Model Selection / |
| Mención de responsabilidad [R] |
Jennifer L. Castle and David F. Hendry. -- |
| State manifest and birth record (1764-1977). |
8.Fundamental Problems with Nonfundamental Shocks / |
| Mención de responsabilidad [R] |
Helmut Lutkepohl |
| 505 0# - NOTA DE CONTENIDO CON FORMATO PREESTABLECIDO [R] |
|---|
| Información miscelánea [R] |
9.Penalized Estimation of Semi-Parametric Additive Time-Series Models / |
| Mención de responsabilidad [R] |
Marcelo C. Medeiros and Eduardo F. Mendes. -- |
| State manifest and birth record (1764-1977). |
10.Oracle Efficient Estimation and Forecasting With the Adaptive Lasso and the Adaptive Group Lasso in Vector Autoregressions / |
| Mención de responsabilidad [R] |
Laurent A.F. Callot and Anders Bredahl Kock. -- |
| State manifest and birth record (1764-1977). |
pt. IV Applied Financial Econometrics. -- |
| -- |
11.Modeling Commodity Prices with Dynamic Conditional Beta / |
| Mención de responsabilidad [R] |
Robert Engle. -- |
| State manifest and birth record (1764-1977). |
12.Bias and Uncertainty in Analyst Earnings Expectations at Different Forecast Horizons / |
| Mención de responsabilidad [R] |
Marco Aiolfi, Marius Rodriguez, and Allan Timmermann. -- |
| State manifest and birth record (1764-1977). |
13.Asymmetric Dependence Patterns in Financial Returns: An Empirical Investigation Using Local Gaussian Correlation / |
| Mención de responsabilidad [R] |
Bard Støve and Dag Tjøstheim. -- |
| State manifest and birth record (1764-1977). |
14.Bagging Constrained Equity Premium Predictors / |
| Mención de responsabilidad [R] |
Eric Hillebrand, Tae-Hwy Lee, and Marcelo C. Medeiros. |
| 520 ## - NOTA DE RESUMEN, ETC. [R] |
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| Nota de sumario, etc. [NR] |
This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology of Professor Timo Teräsvirta, one of the leading scholars in the field of nonlinear time series econometrics. The themes are: Testing for linearity and functional form, specification testing and estimation of nonlinear time series models in the form of smooth transition models, model selection and econometric methodology, and finally applications within the area of financial econometrics. All these research fields include contributions that represent state of the art in econometrics such as testing for neglected nonlinearity in neural network models, time-varying GARCH and smooth transition models, STAR models and common factors in volatility modeling, semi-automatic general to specific model selection for nonlinear dynamic models, high-dimensional data analysis for parametric and semi-parametric regression models with dependent data, commodity price modeling, financial analysts earnings forecasts based on asymmetric loss function, local Gaussian correlation and dependence for asymmetric return dependence, and the use of bootstrap aggregation to improve forecast accuracy. Each chapter represents original scholarly work, and reflects the intellectual impact that Timo Teräsvirta has had and will continue to have, on the profession. |
| 546 ## - NOTA DE IDIOMA [R] |
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| Nota de idioma [NR] |
Texto en ingles |
| 650 #7 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMATICO [R] |
|---|
| Término temático o nombre geográfico como elemento de entrada [NR] |
Econometría |
| 9 (RLIN) |
13653 |
| Subdivisión general [R] |
Análisis |
| 650 #7 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMATICO [R] |
|---|
| Término temático o nombre geográfico como elemento de entrada [NR] |
Teorías no lineales |
| 9 (RLIN) |
25338 |
| 650 #7 - ASIENTO SECUNDARIO DE MATERIA - TERMINO TEMATICO [R] |
|---|
| Término temático o nombre geográfico como elemento de entrada [NR] |
Análisis de series de tiempo |
| 9 (RLIN) |
8970 |
| 690 #0 - ASUNTO AGREGADO LOCAL DE ENTRADA - TÉRMINO TEMÁTICO (OCLC, RLIN) |
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| Acceso temático local |
Econometría |
| 9 (RLIN) |
13653 |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL [R] |
|---|
| Nombre personal [NR] |
Haldrup, Niels |
| Término de relación [R] |
editor |
| 9 (RLIN) |
76052 |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL [R] |
|---|
| Nombre personal [NR] |
Meitz, Mika |
| Término de relación [R] |
editor |
| 9 (RLIN) |
76053 |
| 700 1# - ASIENTO SECUNDARIO - NOMBRE PERSONAL [R] |
|---|
| Nombre personal [NR] |
Saikkonen, Pentti |
| Término de relación [R] |
editor |
| 9 (RLIN) |
76054 |
| 942 ## - ELEMENTOS DE ENTRADA AGREGADOS (KOHA) |
|---|
| Sistema de clasificación |
DEWEY |
| Tema principal |
Economía |
| Tipo de ítem principal el descrito en 300a |
Libro |
| Edición |
5 |
| Clasificación |
330.18 |
| Parte restante de la signatura top. |
E781es |