HOME | BESTSELLERS | NEW RELEASES | PRICE WATCH | FICTION | BIOGRAPHIES | E-BOOKS |
Time Series Analysis Book
* Excludes Voucher Code Discount Also available Used from £36.23
-
Foyles
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.
-
BookDepository
Time Series Analysis : Hardback : Princeton University Press : 9780691042893 : 0691042896 : 31 Jan 1994 : A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
-
ASDA
A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression nonlinear time series models and the generalized methods of moments.
- 0691042896
- 9780691042893
- James Douglas Hamilton
- 11 January 1994
- Princeton University Press
- Hardcover (Book)
- 820
-
In Quest of the Universe£24.17
Would you like your name to appear with the review?
We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.
All form fields are required.