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
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Time Series Analysis
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Time Series Analysis
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Time Series Analysis
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TIME SERIES ANALYSIS
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Time Series Analysis
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Time Series Analysis
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Time Series Analysis
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Time Series Analysis
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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
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Time Series Analysis
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ISBN 10: 0691042896
ISBN 13: 9780691042893
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Hardcover. Condition: Very Good. First Edition. First Edition, 7th Printing. Not price-clipped. Published by Princeton University Press, 1994. Octavo. Hardcover. Book is very good with very light spotting to the top page ends. Dust jacket is very good with some light shelf wear. A very good copy of this look at this guide to this statistical method for analyzing data. 100% positive feedback. 30 day money back guarantee. NEXT DAY SHIPPING! Excellent customer service. Please email with any questions. All books packed carefully and ship with free delivery confirmation/tracking. All books come with free bookmarks. Ships from Sag Harbor, New York. Seller Inventory # 361730