Winter Deals väntar – Shoppa nu!

Winter Deals väntar – Shoppa nu!

Fri Frakt över 299kr
Fri Frakt över 299kr
Kundservice
Time Series Analysis

Time Series Analysis

980 kr

980 kr

I lager

Fre, 3 jan - fre, 10 jan


Säker betalning

Öppet köp till och med 7/1-25


Säljs och levereras av

Adlibris


Produktbeskrivning

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.

Artikel.nr.

7174b4a7-e477-47b3-a21d-191f2cb43660

Time Series Analysis

980 kr

980 kr

I lager

Fre, 3 jan - fre, 10 jan


Säker betalning

Öppet köp till och med 7/1-25


Säljs och levereras av

Adlibris