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Time Series Analysis
Engelsk
Bogcover for Time Series Analysis af James D. Hamilton, 9780691042893
Specifikationer
Sprog:
Engelsk
Sider:
816
ISBN-13:
9780691042893
Indbinding:
Hardback
ISBN-10:
0691042896
Udg. Dato:
31 jan 1994
Størrelse i cm:
25,3 x 17,3 x 5,5
Oplagsdato:
31 jan 1994
Forfatter(e):

Time Series Analysis

Engelsk
Hardback 1994
Format:

Bog beskrivelse

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.

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Specifikationer
Sprog:
Engelsk
Sider:
816
ISBN-13:
9780691042893
Indbinding:
Hardback
ISBN-10:
0691042896
Udg. Dato:
31 jan 1994
Størrelse i cm:
25,3 x 17,3 x 5,5
Oplagsdato:
31 jan 1994
Forfatter(e):
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