Time series for economics and finance (Record no. 8916)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02667nam a22002057a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250411123011.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 250411b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781009396264 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.03 |
| Item number | LIN |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Linton, Oliver B |
| 245 ## - TITLE STATEMENT | |
| Title | Time series for economics and finance |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | Cambridge University Press |
| Place of publication, distribution, etc. | New York |
| Date of publication, distribution, etc. | 2025 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxii, 430 p. |
| 365 ## - TRADE PRICE | |
| Price type code | GBP |
| Price amount | 44.99 |
| 500 ## - GENERAL NOTE | |
| General note | Table of contents:<br/>Frontmatter <br/>1 - Introduction<br/><br/>pp 1-13<br/>2 - Stationarity and Mixing<br/><br/>pp 14-41<br/>3 - Linear Time Series Models<br/><br/>pp 42-101<br/>4 - Spectral Analysis<br/><br/>pp 102-128<br/>5 - Inference under Heterogeneity and Weak Dependence<br/><br/>pp 129-150<br/>6 - Nonstationary Processes, Trends, and Seasonality<br/><br/>pp 151-195<br/>7 - Multivariate Linear Time Series<br/><br/>pp 196-237<br/>8 - State Space Models and the Kalman Filter<br/><br/>pp 238-251<br/>9 - Bayesian Methods<br/><br/>pp 252-265<br/>10 - Nonlinear Time Series Models<br/><br/>pp 266-302<br/>11 - Nonparametric Methods and Machine Learning<br/><br/>pp 303-346<br/>12 - Continuous-Time Processes<br/><br/>pp 347-373<br/>13 - Forecasting<br/><br/>pp 374-396<br/>Appendices<br/><br/>pp 397-410<br/>Appendix A - Fourier Analysis<br/><br/>pp 397-397<br/>Appendix B - Matrices and Multivariate Normal<br/><br/>pp 398-400<br/>Appendix C - Laws of Large Numbers and Central Limit Theorems<br/><br/>pp 401-404<br/>Appendix D - Data and Data Sources<br/><br/>pp 405-408<br/>Appendix E - A Short Introduction to EViews<br/><br/>pp 409-410<br/>Bibliography<br/><br/>pp 411-427<br/>Index<br/><br/>(https://www.cambridge.org/highereducation/books/time-series-for-economics-and-finance/149D2AF6A765ACE8DB51D5AEDD0C4AAD#contents) |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Focusing on methods for data that are ordered in time, this textbook provides a comprehensive guide to analyzing time series data using modern techniques from data science. It is specifically tailored to economics and finance applications, aiming to provide students with rigorous training. Chapters cover Bayesian approaches, nonparametric smoothing methods, machine learning, and continuous time econometrics. Theoretical and empirical exercises, concise summaries, bolded key terms, and illustrative examples are included throughout to reinforce key concepts and bolster understanding. Ancillary materials include an instructor's manual with solutions and additional exercises, PowerPoint lecture slides, and datasets. With its clear and accessible style, this textbook is an essential tool for advanced undergraduate and graduate students in economics, finance, and statistics.<br/><br/>(https://www.cambridge.org/highereducation/books/time-series-for-economics-and-finance/149D2AF6A765ACE8DB51D5AEDD0C4AAD#overview) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Public Policy & General Management | 1189153 | 11-03-2025 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 03/20/2025 | Atlantic Publishers & Distributors | 3278.20 | 330.03 LIN | 007979 | 03/20/2025 | 1 | 5043.38 | 03/20/2025 | Book |