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    The econometric analysis of recurrent events in macroeconomics and finance / Don Harding and Adrian Pagan.

    By: Harding, Don [author.]Contributor(s): Pagan, A. R [author.]Material type: TextTextSeries: Econometric and Tinbergen Institutes lectures: Publisher: Princeton, New Jersey : Princeton University Press, [2016]Copyright date: ©2016Description: xiii, 215 pages : illustrations ; 23 cmContent type: text Media type: unmediated Carrier type: volumeISBN: 0691167087; 9780691167084Subject(s): Business cycles -- Econometric models | Macroeconomics -- Mathematical models | Econometrics | Econometric models | Business cycles -- Econometric models | Econometric models | Econometrics | Macroeconomics -- Mathematical models | Cicli economici -- Modelli econometrici | EconomicsDDC classification: 330.01/5195 LOC classification: HB141 | .H368 2016
    Contents:
    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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    Item type Current library Call number Copy number Status Notes Date due Barcode
    Books Books Female Library
    		HB141 .H368 2016 (Browse shelf (Opens below)) 1 Available STACKS 51952000228806
    Books Books Main Library
    		HB141 .H368 2016 (Browse shelf (Opens below)) 1 Available STACKS 51952000228790

    Includes bibliographical references (pages 187-203) and index.

    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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