Time Series Analysis, (Hardcover)
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Time Series Analysis, (Hardcover)
Time Series Analysis, (Hardcover)
商品＃: 39820883

Time Series Analysis, (Hardcover)

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商品＃: 39820883

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Get the best deals on Time Series Analysis Hardcover by James Douglas Hamilton. Available in Hardcover format. Order now from Ubuy Taiwan and analyze time series data with ease.
  • An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems--including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter--in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. This invaluable book starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.
Publication dateJanuary, 1994
AuthorJames D Hamilton
Book formatHardcover
GenreBusiness & Investing
Pages816
Age groupAdult
Binding typeCase Binding
Series titleNo Series
Fiction/nonfictionNon-Fiction
PublisherPrinceton University Press
Educational levelGeneral
Reading levelProfessional & Vocational
SubgenreInvestments & Securities
Original languagesEnglish
Translated fromeng
Edu focusMathematics
Recording time0 min
Is collectibleN
Bisac subject headingBusiness & Economics
Edition1
LanguageEnglish
Pub date1994-01-31
Item Weight3.5 lbs (1.59 kg)

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Time Series Analysis, (Hardcover)

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