Time Series Analysis,Used

Time Series Analysis,Used

SKU: SONG0691042896 In Stock
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An authoritative, selfcontained overview of time series analysis for students and researchersThe 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 firstyear 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, timevarying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systemsincluding linear representations, autocovariance generating functions, spectral analysis, and the Kalman filterin a way that integrates economic theory with the practical difficulties of analyzing and interpreting realworld 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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Warranty

We provide a 2-year limited warranty, from the date of purchase for all our products.

If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.

This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).

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