Picture 1 of 1
Time Series and Panel Data Econometrics, Pesaran, M. Hashem, Very Good condition
Condition:
“Has "damaged" stamped on the title page.”
Price:
US $133.93
ApproximatelyC $183.21
- Buy It NowTime Series and Panel Data Econometrics, Pesaran, M. Hashem, Very Good condition
Shipping:
International shipment of items may be subject to customs processing and additional charges.
Located in: Gillingham, United Kingdom
Delivery:
Estimated between Fri, May 24 and Thu, Jun 6 to 43230
Please allow additional time if international delivery is subject to customs processing.
Returns:
Payments:
Shop with confidence
Seller information
- 100% positive feedback
Registered as a Business Seller
Seller assumes all responsibility for this listing.
eBay item number:124872918549
Item specifics
- Condition
- Very Good
- Seller Notes
- “Has "damaged" stamped on the title page.”
- ISBN
- 9780198736912
- Book Title
- Time Series and Panel Data Econometrics
- Item Length
- 9.9in
- Publisher
- Oxford University Press, Incorporated
- Publication Year
- 2015
- Format
- Hardcover
- Language
- English
- Item Height
- 2.4in
- Genre
- Business & Economics
- Topic
- Economics / Macroeconomics, Economics / Microeconomics, Economics / General, Econometrics, Statistics
- Item Width
- 7.9in
- Item Weight
- 81.2 Oz
- Number of Pages
- 1096 Pages
About this product
Product Information
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rigorous, nevertheless user-friendly, account of the time series techniques dealing with univariate and multivariate time series models, as well as panel data models. It is distinct from other time series texts in the sense that it also covers panel data models and attempts at a more coherent integration of time series, multivariate analysis, and panel data models. It builds on the author's extensive research in the areas of time series and panel data analysis and covers a wide variety of topics in one volume. Different parts of the book can be used as teaching material for a variety of courses in econometrics. It can also be used as reference manual. It begins with an overview of basic econometric and statistical techniques, and provides an account of stochastic processes, univariate and multivariate time series, tests for unit roots, cointegration, impulse response analysis, autoregressive conditional heteroskedasticity models, simultaneous equation models, vector autoregressions, causality, forecasting, multivariate volatility models, panel data models, aggregation and global vector autoregressive models (GVAR). The techniques are illustrated using Microfit 5 (Pesaran and Pesaran, 2009, OUP) with applications to real output, inflation, interest rates, exchange rates, and stock prices.
Product Identifiers
Publisher
Oxford University Press, Incorporated
ISBN-10
0198736916
ISBN-13
9780198736912
eBay Product ID (ePID)
234377226
Product Key Features
Book Title
Time Series and Panel Data Econometrics
Format
Hardcover
Language
English
Topic
Economics / Macroeconomics, Economics / Microeconomics, Economics / General, Econometrics, Statistics
Publication Year
2015
Genre
Business & Economics
Number of Pages
1096 Pages
Dimensions
Item Length
9.9in
Item Height
2.4in
Item Width
7.9in
Item Weight
81.2 Oz
Additional Product Features
Lc Classification Number
Hb139
Table of Content
Part I: Introduction to Econometrics1. Relationship Between Two Variables2. Multiple Regression3. Hypothesis Testing in Regression Models4. Heteroskedasticity5. Autocorrelated Disturbances6. Introduction to Dynamic Economic Modelling7. Predictability of Asset Returns and the EMHPart II: Statistical Theory8. Asymptotic Theory9. Maximum Likelihood Estimation10. Generalized Method of Moments11. Model Selection and Testing Non-Nested HypothesesPart III: Stochastic Processes12. Introduction to Stochastic Processes13. Spectral AnalysisPart IV: Univariate Time Series Models14. Estimation of Stationary Time Series Processes15. Unit Root Processes16. Trend and Cycle Decomposition17. Introduction to Forecasting18. Measurement and Modelling of VolatilityPart V: Multivariate Time Series Models19. Multivariate Analysis20. Multivariate Rational Expectations Models21. Vector Autoregressive Models22. Cointegration Analysis23. VARX Modelling24. Impulse Response Analysis25. Modelling the Conditional Correlation of Asset ReturnsPart VI: Panel Data Econometrics26. Panel Data Models with Strictly Exogenous Regressors27. Short T Dynamic Panel Data Models28. Large Heterogeneous Panel Data Models29. Cross Section Dependence in Panels30. Spatial Panel Econometrics31. Unit Roots and Cointegration in Panels32. Aggregation of Large Panels33. Theory and Practice of GVAR ModellingPart VII: AppendicesA. MathematicsB. Probability and StatisticsC. Bayesian Analysis
Copyright Date
2015
Lccn
2015-936093
Dewey Decimal
330.015195
Dewey Edition
23
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:124872918549
Shipping and handling
Item location:
Gillingham, United Kingdom
Ships to:
Worldwide
Excludes:
Afghanistan, Africa, Albania, Andorra, Armenia, Azerbaijan Republic, Bangladesh, Belarus, Bermuda, Bhutan, Bosnia and Herzegovina, Brunei Darussalam, Bulgaria, Cambodia, Central America and Caribbean, China, Cyprus, Georgia, Gibraltar, Greenland, Guernsey, India, Indonesia, Kazakhstan, Kyrgyzstan, Laos, Latvia, Libya, Liechtenstein, Macau, Macedonia, Malaysia, Maldives, Mexico, Middle East, Moldova, Mongolia, Montenegro, Nauru, Nepal, Oceania, Pakistan, Philippines, Russian Federation, Saint Pierre and Miquelon, San Marino, Serbia, Somalia, South America, South Korea, Sri Lanka, Svalbard and Jan Mayen, Taiwan, Tajikistan, Thailand, Turkmenistan, Ukraine, Uzbekistan, Vietnam, Yemen
| Shipping and handling | To | Service | Delivery*See Delivery notes |
|---|---|---|---|
| Free shipping | United States | Economy Shipping | Estimated between Fri, May 24 and Thu, Jun 6 to 43230 |
| Handling time |
|---|
| Will usually ship within 1 business day of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases |
Sales tax for an item #124872918549
Sales tax for an item #124872918549
Seller collects sales tax for items shipped to the following provinces:
| Province | Sales Tax Rate |
|---|
Return policy
| After receiving the item, contact seller within | Refund will be given as |
|---|---|
| 30 days after the buyer receives it | Money Back |
The buyer is responsible for return shipping costs.
Payment details
Payment methods
Seller feedback (4,726)
h***h (124)- Feedback left by buyer.
Past 6 months
Verified purchase
Item was maybe even BETTER than described. Still sealed, perfect condition. Shipped WAY faster than anticipated. Great seller, with a great item, at an incredible price. Many thanks!
o***e (58)- Feedback left by buyer.
Past 6 months
Verified purchase
Great seller, the book arrived just as described in excellent condition, was packaged well & arrived on time. I would do business with this seller again in the future.
1***a (535)- Feedback left by buyer.
Past 6 months
Verified purchase
Accurate description coupled with care in packaging for safe fast shipping. Seller also provided solid communication and customer support. *****