Time Series Analysis by James D. Hamilton (1994, Hardcover)
Time Series AnalysisAuthor(s): James D. Hamilton
Format: Hardback
Publisher: Princeton University Press, United States
Imprint: Princeton University Press
ISBN-13: 9780691042893, 978-0691042893
Synopsis
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. T.
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Details:Time Series Analysis by James D. Hamilton (1994, Hardcover)
Time Series AnalysisAuthor(s): James D. Hamilton
Format: Hardback
Publisher: Princeton University Press, United States
Imprint: Princeton University Press
ISBN-13: 9780691042893, 978-0691042893
Synopsis
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. T.
Price now:
From
£25.00
To
£57.89
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Product Description
Time Series AnalysisAuthor(s): James D. Hamilton
Format: Hardback
Publisher: Princeton University Press, United States
Imprint: Princeton University Press
ISBN-13: 9780691042893, 978-0691042893
Synopsis
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. T.
Product Specifications
General | |
|---|---|
features | 1st edition |
format | hardcover |
Language | english |
type | textbook |
Brand | Princeton University Press |
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