Time Series Analysis - James D. Hamilton
Time Series Analysis - James D. Hamilton The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. James Hamilton provides the first…
Specifikacia Time Series Analysis - James D. Hamilton
Time Series Analysis - James D. Hamilton
The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. 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. This book synthesizes these recent advances and makes them accessible to first-year graduate students.
"Time Series Analysis" fills an important need for a textbook that integrates economic theory, econometrics, and new results. 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. 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.
Practical Time Series Analysis
Constable Hamilton James
Injury Time Hamilton Duncan
Injury Time Hamilton Duncan