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Time Series Analysis by James Douglas Hamilton (Hardcover, 1994)

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Publisher: Princeton University Press ISBN 13: 9780691042893. Will be clean, not soiled or stained. Edition: - List Price: -. Book Details. All new books sold by Book Fountain All used books sold by Book Fountain.

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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.

Product Identifiers

Publisher
Princeton University Press
ISBN-13
9780691042893
eBay Product ID (ePID)
96341400

Product Key Features

Author
James Douglas Hamilton
Publication Name
Time Series Analysis
Format
Hardcover
Language
English
Subject
Finance
Publication Year
1994
Type
Textbook
Number of Pages
816 Pages

Dimensions

Item Height
229mm
Item Width
152mm
Item Weight
1701g

Additional Product Features

Title_Author
James Douglas Hamilton
Country/Region of Manufacture
United States

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Time Series Analysis by James Douglas Hamilton (Hardcover, 1994)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

All listings for this product

item 1 Time Series Analysis by James D. Hamilton (English) Hardcover Book

item 2 James D. Hamilton Time Series Analysis (Hardback) (US IMPORT)

item 3 James D. Hamilton Time Series Analysis (Hardback)

Best Selling in Adult Learning & University

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The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

Polyvagal Exercises for Safety and Connection: 50 Client-Centered Practices by Deb Dana (Paperback, 2020)

Save on Adult Learning & University

Ford Falcon EF, EL/Fairlane NF, NL/LTD DF, DL 1994-1998 Haynes Workshop Manual

Netter Atlas of Human Anatomy: Classic Regional Approach

Michael Price Nick Vandome Windows 11 for Seniors in easy steps (Paperback)

BORN IN 1971?... 1951?BIRTHDAY...Australian Social History....Chrisi, Birthdays

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