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Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
James D. Hamilton is professor of economics at the University of California, San Diego.
From the Back Cover
"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
From the Inside Flap
"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
"About this title" may belong to another edition of this title.
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Time Series Analysis
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Princeton University Press, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
Used
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Time Series Analysis
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Princeton University Press (edition 1), 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Hardcover. Condition: Good. 1. With dust jacket. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. Seller Inventory # 0691042896-11-1-29
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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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TIME SERIES ANALYSIS
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Princeton University Press, Princeton, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Time Series Analysis
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ISBN 13: 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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Time series analysis
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Princeton University Press, Princeton, N.J., 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Hardcover. Condition: Near Fine. Dust Jacket Condition: 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. Seller Inventory # 013814
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Time Series Analysis
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Princeton University Press 0, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Condition: Used - Very Good. 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. Seller Inventory # IT-Y3DP-3YHD
Quantity: 1 available
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Time Series Analysis
Published by
Princeton University Press, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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Time Series Analysis
Published by
Princeton University Press, 1994
ISBN 10: 0691042896
ISBN 13: 9780691042893
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