TY  - BOOK
AU  - Harding,Don
AU  - Pagan,A.R.
TI  - The econometric analysis of recurrent events in macroeconomics and finance
T2  - The Econometric and Tinbergen Institutes lectures
SN  - 0691167087
AV  - HB141 .H368 2016
U1  - 330.01/5195 23
PY  - 2016///]
CY  - Princeton, New Jersey
PB  - Princeton University Press
KW  - Business cycles
KW  - Econometric models
KW  - Macroeconomics
KW  - Mathematical models
KW  - Econometrics
KW  - fast
KW  - Cicli economici
KW  - Modelli econometrici
KW  - Economics
KW  - ukslc
N1  - 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
ER  -