Time Series Analysis download free [PDF and Ebook] by James Douglas Hamilton

Time Series Analysis download free [PDF and Ebook] by James Douglas Hamilton year 1994
  • Book name: Time Series Analysis
  • Author: James Douglas Hamilton
  • Release date: 1994/9/24
  • Publisher: PRINCETON UNIVERSITY PRESS
  • Language: English
  • Genre or Collection: Science and Geography
  • ISBN: 9780691042893
  • Rating: 8.46 of 10
  • Votes: 872
  • Review by: Abby Kim
  • Review rating: 7.78 of 10
  • Review Date: 2018/10/21
  • Total pages: 816
  • Includes a PDF summary of 88 pages
  • Description or summary of the book: 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.
  • Estimated reading time (average reader): 36H29M35S
  • Other categories, genre or collection: Investment & Securities, Econometrics, Probability & Statistics
  • Available formats: PNG, TXT, WORD, DOC, PDF, AZW, JPEG, EPUB. Compressed in CBR, IMG, TZ, LZMA, RAR, AZW, ZIP
  • Download servers: Dropbox, BitShare, FreakShare, Hotfile, JustCloud, IsoHunt
  • Format: Hardback
  • Approximate value: 82.91 USD
  • Dimensions: 177.29x256.03x55.12mm
  • Weight: 1,701g
  • Printed by: Not Available
  • Published in: New Jersey, United States
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