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 ...
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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.
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Add this copy of Time Series Analysis to cart. $22.11, fair condition, Sold by Goodwill Books rated 5.0 out of 5 stars, ships from Hillsboro, OR, UNITED STATES, published 1994 by Princeton University Press.
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820 pp., Hardcover, minor pencil notations to about 20 pages else good+ in a very good dust jacket. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
Add this copy of Time Series Analysis to cart. $31.27, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1994 by Princeton University Press.
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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.
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Book. Octavo, xiv, 799 pages. In Good condition. Spine is blue with white print. Boards in glossy illustrated paper. Light wear to spine caps and corners, light shelf wear. NOTE: Shelved in Netdesk Column P. 1394812. FP New Rockville Stock.
Add this copy of Time Series Analysis to cart. $42.95, very good condition, Sold by Daedalus Books rated 4.0 out of 5 stars, ships from Portland, OR, UNITED STATES, published 1994 by Princeton University Press.
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Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Add this copy of Time Series Analysis to cart. $59.63, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1994 by Princeton University Press.
