Modeling panels of intercorrelated autoregressive time series:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
1998
|
| Series: | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
1998,42 |
| Item Description: | Literaturverz. S. 21 - 23 |
| Physical Description: | 31 S. graph. Darst. |
Staff View
MARC
| LEADER | 00000nam a2200000 cb4500 | ||
|---|---|---|---|
| 001 | BV026369208 | ||
| 003 | DE-604 | ||
| 005 | 20110228 | ||
| 007 | t| | ||
| 008 | 110326s1998 xx d||| |||| 00||| eng d | ||
| 015 | |a 99,B04,0307 |2 dnb | ||
| 035 | |a (OCoLC)75978016 | ||
| 035 | |a (DE-599)BVBBV026369208 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-188 | ||
| 084 | |a QB 910 |0 (DE-625)141231: |2 rvk | ||
| 100 | 1 | |a Hjellvik, Vidar |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Modeling panels of intercorrelated autoregressive time series |c Vidar Hjellvik ; Dag Tjostheim. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| 264 | 1 | |a Berlin |c 1998 | |
| 300 | |a 31 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 1998,42 | |
| 500 | |a Literaturverz. S. 21 - 23 | ||
| 700 | 1 | |a Tjøstheim, Dag |e Verfasser |4 aut | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 1998,42 |w (DE-604)BV012925295 |9 1998,42 | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-021948864 | |
Record in the Search Index
| _version_ | 1818972124721709056 |
|---|---|
| any_adam_object | |
| author | Hjellvik, Vidar Tjøstheim, Dag |
| author_facet | Hjellvik, Vidar Tjøstheim, Dag |
| author_role | aut aut |
| author_sort | Hjellvik, Vidar |
| author_variant | v h vh d t dt |
| building | Verbundindex |
| bvnumber | BV026369208 |
| classification_rvk | QB 910 |
| ctrlnum | (OCoLC)75978016 (DE-599)BVBBV026369208 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01285nam a2200313 cb4500</leader><controlfield tag="001">BV026369208</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20110228 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">110326s1998 xx d||| |||| 00||| eng d</controlfield><datafield tag="015" ind1=" " ind2=" "><subfield code="a">99,B04,0307</subfield><subfield code="2">dnb</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)75978016</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV026369208</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-188</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QB 910</subfield><subfield code="0">(DE-625)141231:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Hjellvik, Vidar</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Modeling panels of intercorrelated autoregressive time series</subfield><subfield code="c">Vidar Hjellvik ; Dag Tjostheim. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">31 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse</subfield><subfield code="v">1998,42</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturverz. S. 21 - 23</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tjøstheim, Dag</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="810" ind1="2" ind2=" "><subfield code="a">Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin></subfield><subfield code="t">Discussion paper</subfield><subfield code="v">1998,42</subfield><subfield code="w">(DE-604)BV012925295</subfield><subfield code="9">1998,42</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-021948864</subfield></datafield></record></collection> |
| id | DE-604.BV026369208 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T15:03:17Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021948864 |
| oclc_num | 75978016 |
| open_access_boolean | |
| owner | DE-188 |
| owner_facet | DE-188 |
| physical | 31 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| record_format | marc |
| series2 | Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Hjellvik, Vidar Verfasser aut Modeling panels of intercorrelated autoregressive time series Vidar Hjellvik ; Dag Tjostheim. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse Berlin 1998 31 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1998,42 Literaturverz. S. 21 - 23 Tjøstheim, Dag Verfasser aut Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 1998,42 (DE-604)BV012925295 1998,42 |
| spellingShingle | Hjellvik, Vidar Tjøstheim, Dag Modeling panels of intercorrelated autoregressive time series |
| title | Modeling panels of intercorrelated autoregressive time series |
| title_auth | Modeling panels of intercorrelated autoregressive time series |
| title_exact_search | Modeling panels of intercorrelated autoregressive time series |
| title_full | Modeling panels of intercorrelated autoregressive time series Vidar Hjellvik ; Dag Tjostheim. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_fullStr | Modeling panels of intercorrelated autoregressive time series Vidar Hjellvik ; Dag Tjostheim. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_full_unstemmed | Modeling panels of intercorrelated autoregressive time series Vidar Hjellvik ; Dag Tjostheim. Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| title_short | Modeling panels of intercorrelated autoregressive time series |
| title_sort | modeling panels of intercorrelated autoregressive time series |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT hjellvikvidar modelingpanelsofintercorrelatedautoregressivetimeseries AT tjøstheimdag modelingpanelsofintercorrelatedautoregressivetimeseries |