Articoli correlati a Time Series Analysis
Sinossi
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, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Condizione: acceptable. Ausreichend/Acceptable: Exemplar mit vollständigem Text und sämtlichen Abbildungen oder Karten. Schmutztitel oder Vorsatz können fehlen. Einband bzw. Schutzumschlag weisen unter Umständen starke Gebrauchsspuren auf. / Describes a book or dust jacket that has the complete text pages (including those with maps or plates) but may lack endpapers, half-title, etc. (which must be noted). Binding, dust jacket (if any), etc may also be worn. Codice articolo M00691042896-B
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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, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Da: medimops, Berlin, Germania
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Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00691042896-G
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Time Series Analysis
Da: Bahamut Media, Reading, Regno Unito
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Hardcover. Condizione: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 6545-9780691042893
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Time Series Analysis
Da: AwesomeBooks, Wallingford, Regno Unito
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Hardcover. Condizione: Very Good. Time Series Analysis This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 7719-9780691042893
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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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Da: Better World Books, Mishawaka, IN, U.S.A.
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Condizione: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo 9581503-6
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Time Series Analysis
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo WP-9780691042893
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TIME SERIES ANALYSIS
Da: Speedyhen, London, Regno Unito
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Condizione: NEW. Codice articolo NW9780691042893
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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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Da: Second Story Books, ABAA, Rockville, MD, U.S.A.
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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, Princeton, N.J., 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Da: Carothers and Carothers, Albany, CA, U.S.A.
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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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