MARC details
| 000 -CABECERA |
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| Longitud fija campo de control |
06185cam a2200337 a 4500 |
| 001 - NÚMERO DE CONTROL |
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| Número de control |
43575 |
| 003 - IDENTIFICADOR DELl NÚMERO DE CONTROL |
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| Identificador del número de control |
CO-BoCAI |
| 005 - FECHA Y HORA DE LA ÚLTIMA TRANSACCIÓN |
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| Fecha y hora de la última transacción |
20190704102634.0 |
| 008 - CÓDIGOS DE INFORMACIÓN DE LONGITUD FIJA |
|---|
| Códigos de información de longitud fija |
170417s1995 cauad00fr0 g d1 eng c |
| 020 ## - NÚMERO INTERNACIONAL NORMALIZADO PARA LIBROS |
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| Número Internacional Normalizado para Libros (ISBN) |
0125157517 |
| 040 ## - FUENTE DE LA CATALOGACIÓN |
|---|
| Centro catalogador de origen |
CO-BoCAIE |
| Centro transcriptor |
CO-BoCAIE |
| Normas de descripción |
rda |
| 041 0# - CÓDIGO DE LENGUA |
|---|
| Código de lengua del texto-banda sonora o título independiente |
eng |
| 082 04 - NÚMERO DE LA CLASIFICACIÓN DECIMAL DEWEY |
|---|
| Número de clasificación Decimal |
330.015195 |
| Número de documento (Cutter) |
N37a |
| Número de edición DEWEY |
21 |
| 084 ## - OTRO NÚMERO DE CLASIFICACIÓN |
|---|
| Fuente del Número |
JEL |
| Número de Clasificación |
C01 |
| 100 1# - PUNTO DE ACCESO PRINCIPAL-NOMBRE DE PERSONA |
|---|
| Nombre de persona |
<a href="Nerlove, Marc, ">Nerlove, Marc, </a> |
| Fechas asociadas al nombre |
1933- |
| 9 (RLIN) |
13644 |
| 245 10 - TÍTULO PROPIAMENTE DICHO |
|---|
| Título |
Analysis of economic time series : |
| Resto del título |
a synthesis / |
| Mención de responsabilidad, etc. |
Marc Nerlove, David M. Grether, José L. Carvalho. |
| 250 ## - MENCIÓN DE EDICIÓN |
|---|
| Mención de edición |
Revised edition. |
| 260 ## - PUBLICACIÓN, DISTRIBUCIÓN, ETC. (PIE DE IMPRENTA) |
|---|
| Lugar de publicación, distribución, etc. |
San Diego : |
| Nombre del editor, distribuidor, etc. |
Academic Press, |
| Fecha de publicación, distribución, etc. |
1995. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Extensión |
xvi, 468 páginas : |
| Otras características físicas |
ilustraciones, gráficas, tablas ; |
| Dimensiones |
22 cm. |
| 336 ## - TIPO DE CONTENIDO |
|---|
| Fuente |
rdacontenido |
| Término de tipo de contenido |
Texto |
| Código de tipo de contenido |
txt |
| 337 ## - TIPO DE MEDIO |
|---|
| Fuente |
rdamedio |
| Nombre del tipo de medio |
Sin mediación |
| Código del tipo de medio |
n |
| 338 ## - TIPO DE SOPORTE |
|---|
| Fuente |
rdasoporte |
| Nombre del tipo de soporte |
Volumen |
| Código del tipo de soporte |
nc |
| 490 ## - MENCIÓN DE SERIE |
|---|
| Mención de serie |
Economic theory, econometrics and mathematical economics |
| 504 ## - NOTA DE BIBLIOGRAFÍA, ETC |
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| Nota de bibliografía, etc. |
Incluye referencias bibliográficas (páginas 437-448) e índice. |
| 505 ## - NOTA DE CONTENIDO CON FORMATO |
|---|
| Nota de contenido con formato |
Chapter 1: A history of the idea of unobserved components in the analysis of economic time series: 1. Introduction ; 2. Background ; 3. Origins ; 4. Nineteenth century contributors ; 5. Recent developments ; 6. Application to seasonal adjustment and “current analysis” ; 7. Application to the historical analysis of business cycles -- Chapter II: Introduction to the theory of stationary time series: 1. Introduction ; 2. What is stationary time series? Ergodicity ; 3. The world decomposition theorem -- Chapter III. The spectral representation and its estimation: 1. Introduction ; 2. Covariance generating functions ; 3. The spectral representation of a stationary time series ; 4. The cross-spectral distribution functions of two jointly stationary time series and filtering ; 5. Estimation of the autocovariance function and the spectral density function -- Chapter IV. Formulation and analysis of unobserved-components models: 1. Introduction ; 2. Unobserved-components models and their canonical forms ; 3. Digression on a general methods for the determination of the autocovariance or a mixed moving-average autoregressive process -- Chapter V. Elements of the theory of prediction and extraction: 1. Introduction ; 2. Prediction ; 3. Examples of the application of minimum mean square error forecasts ; 4. Signal extraction ; 5. Examples of minimum mean square error signal extraction -- Chapter VI. Formulation of unobserved-components models and canonical forms: 1. Introduction ; 2. Determining the form of a univariate time-series ARMA model ; 3. Determining the form of a univariate time-series unobserved-components model ; 4. The analysis of a time series by more than its own past -- Chapter VII. Estimation of unobserved-components and canonical model: 1. Introduction ; 2. ARMA model estimation in the time domain ; 3. UC model estimation in the frequency domain ; 4. ARMA model estimation in the frequency domain ; 5. Unobserved-components model estimation in the frequency domain ; 6. Hypothesis testing ; 7. Estimation of multiple time-series models -- Chapter VIII. Appraisal of seasonal adjustment techniques: 1. Criteria for “optimal” seasonal adjustment ; 2. Choice of models ; 3. Some results ; 4. Seasonal adjustment and t he estimation of structural models ; 5. Conclusion -- Chapter IX. On the comparative structure of serial dependence in some U.S. price series: 1. Introduction ; 2. Brief characterization of selected nonindustrial price series of the bureau of labor statistics ; 3. Buyer’s prices and seller’s prices: the national bureau of economic research series and the Stigler-Kindahl study ; 4. Conclusions -- Chapter X. Formulation and estimation of mixed moving-average autoregressive models for single time series: examples: 1. Introduction ; 2. The formulation procedure of box and jenkis ; 3. An alternative method for the formulation of an ARIMA model ; 4. The detailed examples ; 5. Comparison between estimation methods in the frequency and time domains -- Chapter XI. Formulation and estimation of multivariate mixed moving-average autoregressive time-series models: 1. Introduction ; 2. A single-equation approach ; 3. A simultaneous-equations approach ; 4. Estimation of multiple time-series models for interrelated agricultural prices -- Chapter XII. Formulation and estimation of unobserved-components models: examples: 1. Introduction ; 2. Formulation of the models: trend reduction ; 3. Estimation of the models in time and frequency domains ; 4. Predictive properties of unobserved-components models -- Chapter XIII. Application to the formulation of distributed-lag models: 1. Introduction ; 2. Prediction and expectation-formation models ; 3. Signal extraction ; 4. Distributed lags in dynamic models ; 5. Estimation -- Chapter XIV. A time-series model of the U.S. cattle industry: 1. Introduction ; 2. The cattle industry ; 3. Tettleman behavior: a simple example ; 4. Cattleman behavior: a quarterly model ; 5. Test of the model with quasi-rational expectations -- Appendix A. The work of buys ballot -- Appendix B. Some requisite theory of functions of a complex variable: 1. Complex numbers ; 2. Simple functions of a complex variable ; 3. Limits, continuity, derivatives, singularities, and rational functions ; 4. Complex integration: Cauchy’s theorem ; 5. Series expansions: Taylor’s series: Laurent’s series ; 6. The reside theorem and its application -- Appendix C. Fourier series and analysis: 1. Introduction ; 2. Periodic functions and trigonometric series of a periodic functions ; 3. Orthogonal systems of functions ; 4. Questions of convergence and goodness of approximation ; 5. Fourier transforms and “Windows” -- Appendix D. Whittle’s theorem -- Appendix E. Inversion of tridiagonal matrices and method for inverting Toeplitz matrices -- Appendix F. Spectral densities, actual and theoretical, eight series -- Appendix G. Derivation of a distributed-lag relation between sales and production: a simple example. |
| 690 #0 - CAMPOS LOCALES DE ENCABEZAMIENTO DE MATERIA |
|---|
| Término local o nombre geográfico como elemento de entrada |
C01 - Econometría |
| 9 (RLIN) |
38744 |
| 700 1# - PUNTO DE ACCESO ADICIONAL - NOMBRE DE PERSONA |
|---|
| Nombre de persona |
Grether, David M. |
| 9 (RLIN) |
8006 |
| 700 1# - PUNTO DE ACCESO ADICIONAL - NOMBRE DE PERSONA |
|---|
| Nombre de persona |
Carvalho, José L. |
| 9 (RLIN) |
3645 |
| 942 ## - ENTRADA DE ELEMENTOS AGREGADOS (KOHA) |
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| Fuente de clasificaión o esquema |
Dewey Decimal Classification |
| Koha [por defecto] tipo de item |
LIBRO FISICO |
