Dynamic econometrics: (Record no. 10372)
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| 000 -LEADER | |
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| fixed length control field | 02531nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251023111118.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 251023b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031729096 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.015195 |
| Item number | BIS |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bismans, Francis J. |
| 245 ## - TITLE STATEMENT | |
| Title | Dynamic econometrics: |
| Remainder of title | models and applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Switzerland |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2025 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii,349p. |
| 365 ## - TRADE PRICE | |
| Price type code | EUR |
| Price amount | 74.99 |
| 500 ## - GENERAL NOTE | |
| General note | Front Matter<br/>Pages i-xxii <br/>General Introduction<br/>Francis J. Bismans, Olivier Damette<br/>Pages 1-32<br/>Dynamics in Econometrics<br/>Francis J. Bismans, Olivier Damette<br/>Pages 33-63<br/>Estimating the Model<br/>Francis J. Bismans, Olivier Damette<br/>Pages 65-98<br/>Testing the Model<br/>Francis J. Bismans, Olivier Damette<br/>Pages 99-132<br/>Non-stationarity and Cointegration<br/>Francis J. Bismans, Olivier Damette<br/>Pages 133-167<br/>Specification of the ARDL Model<br/>Francis J. Bismans, Olivier Damette<br/>Pages 169-196<br/>On Vector Autoregressions<br/>Francis J. Bismans, Olivier Damette<br/>Pages 197-227<br/>Panel Data Models<br/>Francis J. Bismans, Olivier Damette<br/>Pages 229-261<br/>Non-stationary Panels<br/>Francis J. Bismans, Olivier Damette<br/>Pages 263-293<br/>The Binary Qualitative Model<br/>Francis J. Bismans, Olivier Damette<br/>Pages 295-324<br/>Back Matter<br/>Pages 325-349 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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.<br/><br/> <br/><br/>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. (https://link.springer.com/book/10.1007/978-3-031-72910-2) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Econometrics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Damette, Olivier |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
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| Dewey Decimal Classification | Public Policy & General Management | COR/IN/26/6559 | 30-09-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 10/12/2025 | CBS Publishers & Distributors Pvt. Ltd. | 5151.70 | 330.015195 BIS | 009157 | 10/12/2025 | 1 | 7925.69 | 10/12/2025 | Book |