MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03305nam a2200361 i 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20250930145250.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
130814s2013 enka b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780521196604 (hbk.) |
| Terms of availability |
RM700.57 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780521139816 (pbk.) |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201312021446 |
| Level of effort used to assign nonsubject heading access points |
zabidah |
| Level of effort used to assign subject headings |
201311140849 |
| Level of effort used to assign classification |
hamudah |
| y |
08-14-2013 |
| z |
hamudah |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Description conventions |
rda |
| Modifying agency |
UKM |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HB141.M377 |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
|---|
| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
HB141 |
| Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) |
.M377 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Martin, Vance, |
| Dates associated with a name |
1955- |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Econometric modelling with time series : |
| Remainder of title |
specification, estimation and testing / |
| Statement of responsibility, etc. |
Vance Martin, University of Melbourne, Australia, Stan Hurn, Queensland University of Technology, Australia, David Harris, Monash University, Australia. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cambridge, U. K. : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xxxv, 887 pages : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Themes in modern econometrics |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references (pages 865-876) and indexes. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'This book provides a general framework for specifying, estimating, and testing time series econometric models'-- |
| Assigning source |
Provided by publisher. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
'Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this framework. Examples include ordinary least squares, generalized least squares and full-information maximum likelihood. In deriving the maximum likelihood estimator, a key concept is the joint probability density function (pdf) of the observed random variables, yt. Maximum likelihood estimation requires that the following conditions are satisfied. (1) The form of the joint pdf of yt is known. (2) The specification of the moments of the joint pdf are known. (3) The joint pdf can be evaluated for all values of the parameters, 9. Parts ONE and TWO of this book deal with models in which all these conditions are satisfied. Part THREE investigates models in which these conditions are not satisfied and considers four important cases. First, if the distribution of yt is misspecified, resulting in both conditions 1 and 2 being violated, estimation is by quasi-maximum likelihood (Chapter 9). Second, if condition 1 is not satisfied, a generalized method of moments estimator (Chapter 10) is required. Third, if condition 2 is not satisfied, estimation relies on nonparametric methods (Chapter 11). Fourth, if condition 3 is violated, simulation-based estimation methods are used (Chapter 12). 1.2 Motivating Examples To highlight the role of probability distributions in maximum likelihood estimation, this section emphasizes the link between observed sample data and 4 The Maximum Likelihood Principle the probability distribution from which they are drawn'-- |
| Assigning source |
Provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Econometric models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Time-series analysis. |
| 9 (RLIN) |
61130 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hurn, Stan. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Harris, David, |
| Dates associated with a name |
1969- |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) |
|---|
| a |
.b15701086 |
| b |
2019-11-12 |
| c |
2019-11-12 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
AM |
| Suppress in OPAC |
No |
| Call number prefix |
HB141.M377 |
| 914 ## - VTLS Number |
|---|
| VTLS Number |
vtls003537099 |
| 990 ## - EQUIVALENCES OR CROSS-REFERENCES [LOCAL, CANADA] |
|---|
| Link information for 9XX fields |
za |
| 991 ## - LOCAL NOTE (NAMA FAKULTI/INSTITUT/PUSAT) |
|---|
| a |
Fakulti Ekonomi dan Pengurusan |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) |
|---|
| Library |
PERPUSTAKAAN TUN SERI LANANG |
| Operator's initials, OID (RLIN) |
2013-01-08 |
| Cataloger's initials, CIN (RLIN) |
m |
| Material Type (Sierra) |
Printed Books |
| Language |
English |
| Country |
|
| -- |
0 |
| -- |
.b15701086 |
