Time Series Analysis,Used

Time Series Analysis,Used

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

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Frequently Asked Questions

  • Q: What topics are covered in 'Time Series Analysis' by James Hamilton? A: 'Time Series Analysis' covers a range of topics including vector autoregressions, generalized method of moments, unit roots, time-varying variances, and nonlinear time series models.
  • Q: Is this book suitable for beginners? A: Yes, the book is designed to be accessible to first-year graduate students, starting from basic principles.
  • Q: What is the condition of the book? A: The book is listed as 'New', ensuring it is in pristine condition.
  • Q: How many pages does the book have? A: 'Time Series Analysis' contains a total of 820 pages.
  • Q: What is the binding type of this book? A: This edition of 'Time Series Analysis' is bound in hardcover.
  • Q: When was 'Time Series Analysis' published? A: 'Time Series Analysis' was published on January 11, 1994.
  • Q: Who is the author of this book? A: The book is authored by James D. Hamilton.
  • Q: What makes this book a good reference for researchers? A: The book integrates economic theory with practical analysis techniques, making it a valuable resource for researchers in econometrics.
  • Q: Does this book include practical examples? A: Yes, it presents basic tools for analyzing dynamic systems and includes real-world data applications.
  • Q: What is the edition of this book? A: This is the first edition of 'Time Series Analysis'.