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Time Series Analysis


Blowout Sale! Save 56% on the Time Series Analysis by Brand: Princeton University Press at HYIP Offer. MPN: 9780691042893. Hurry! Limited time offer. Offer valid only while supplies last. The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these


Product Description

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.

Additional Information

Manufacturer:Princeton University Press
Brand:Brand: Princeton University Press
Part Number:9780691042893
Publisher:Princeton University Press
Studio:Princeton University Press
MPN:9780691042893
UPC:787721851554
EAN:9780691042893
Item Weight:3.75 pounds
Item Size:2.25 x 10.25 x 10.25 inches
Package Weight:3.65 pounds
Package Size:7.1 x 2.3 x 2.3 inches

Time Series Analysis by Brand: Princeton University Press

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Time Series Analysis

Brand: Brand: Princeton University Press
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