The econometric analysis of recurrent events in macroeconomics and finance /

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Bibliographic Details
Main Authors: Harding, Don (Author), Pagan, A. R. (Author)
Format: Book
Language:English
Published: Princeton, New Jersey : Princeton University Press, [2016]
Series:Econometric and Tinbergen Institutes lectures
Subjects:

MARC

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245 1 4 |a The econometric analysis of recurrent events in macroeconomics and finance /  |c Don Harding and Adrian Pagan. 
264 1 |a Princeton, New Jersey :  |b Princeton University Press,  |c [2016] 
264 4 |c ©2016 
300 |a xiii, 215 pages :  |b illustrations ;  |c 23 cm. 
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490 1 |a The Econometric and Tinbergen Institutes lectures 
504 |a Includes bibliographical references (pages 187-203) and index. 
505 0 |a 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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