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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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Informazioni sull?autore
James D. Hamilton is Professor of Economics at the University of California, San Diego.
Dalla quarta di copertina
"I am extremely enthusiastic about this book. I think it will quickly become a classic. Like Sargent's and Varian's texts, it will be a centerpiece of the core cirriculum for graduate students."--John H. Cochrane, University of Chicago
Dal risvolto di copertina interno
"I am extremely enthusiastic about this book. I think it will quickly become a classic. Like Sargent's and Varian's texts, it will be a centerpiece of the core cirriculum for graduate students."--John H. Cochrane, University of Chicago
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Time Series Analysis
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Princeton University Press (edition 1), 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Time Series Analysis
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Princeton University Press, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Time Series Analysis
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Princeton University Press, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Hardcover. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 3.86. Codice articolo G0691042896I3N00
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Time Series Analysis
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Condizione: New. Brand New. Soft Cover International Edition. Different ISBN and Cover Image. Priced lower than the standard editions which is usually intended to make them more affordable for students abroad. The core content of the book is generally the same as the standard edition. The country selling restrictions may be printed on the book but is no problem for the self-use. This Item maybe shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-282673
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TIME SERIES ANALYSIS
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Princeton University Press, Princeton, 1994
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ISBN 13: 9780691042893
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Hardcover. Octavo, xiv, 799 pages. In Good condition. Spine is blue with white print. Boards in glossy illustrated paper. Light wear to spine caps and corners, light shelf wear. NOTE: Shelved in Netdesk Column P. 1394812. FP New Rockville Stock. Codice articolo 1394812
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Time Series Analysis
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Princeton University Press, 1994
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ISBN 13: 9780691042893
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hardcover. Condizione: Good. 1st Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Codice articolo 000220700U
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Time Series Analysis
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Princeton University Press, Princeton, 1994
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ISBN 13: 9780691042893
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Hardcover. Condizione: Very Good+. Condizione sovraccoperta: Very Good+. A nice, bright copy. ; 7 X 2.25 X 10.25 inches; 799 pages. Codice articolo 334359
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Time series analysis
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Princeton University Press, Princeton, N.J., 1994
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ISBN 13: 9780691042893
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Hardcover. Condizione: Near Fine. Condizione sovraccoperta: Very Good. xiv, 799 pages : illustration. Publisher's binding sturdy and fresh, corners sharp; internally as new. Minor shelfwear and edgewear to dust jacket. 1740 grams. Codice articolo 013814
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Time Series Analysis
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ISBN 13: 9780691042893
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Condizione: Used - Very Good. 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. Codice articolo IT-Y3DP-3YHD
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Time Series Analysis
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