Name: Time Series Analysis
Price: 3128.00 TWD
Availability: InStock
Rating: 5 (2 reviews)
Author: James Douglas Hamilton
ISBN: 9780691042893

Type

Physical Book

Publisher

Princeton University Press

Author

James Douglas Hamilton

Year

1994

Language

English

Pages

799

Format

Hardcover

Weight

3.90

ISBN

0691042896

ISBN13

9780691042893

Edition No.

Synopsis "Time Series Analysis "

The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book 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. The book is intended to provide students and researchers with a self-contained survey of time series analysis. It 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.

Customers reviews

Juan David Vargas Castaño Tuesday, October 25, 2022
Verified Purchase
La calidad de la impresión es alta y los tiempos de entrega se cumplieron dentro de lo acordado.
00
Ivan D Ayala Fernandez Friday, February 24, 2023
Verified Purchase
Excelente presentacion, encuadernacion, etc. un muy buen libro para series de tiempos
00

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Time Series Analysis - James Douglas Hamilton

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