• Medientyp: Buch
  • Titel: The econometric analysis of recurrent events in macroeconomics and finance
  • Beteiligte: Harding, Don [VerfasserIn]; Pagan, Adrian R. [VerfasserIn]
  • Erschienen: Princeton; Oxford: Princeton University Press, [2016]
  • Erschienen in: The Econometric and Tinbergen Institutes lectures
  • Umfang: xiii, 215 Seiten; Illustrationen, Diagramme; 22 cm
  • Sprache: Englisch
  • ISBN: 9780691167084; 0691167087
  • RVK-Notation: QH 320 : Methoden der Ökonometrie
  • Schlagwörter: Konjunktur > Ereignis > Studie > Zeitreihenanalyse > Algorithmus > Theorie
    Ökonometrisches Modell > Mathematische Methode > Konjunktur
  • Entstehung:
  • Anmerkungen:
  • Beschreibung: 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

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