02430 a2200361 4500 0691042896 9780691042893 519.55 481 481 Hamilton, James Douglas. Time series analysis / James Douglas Hamilton. 1st ed. [S.l.] : Princeton University Press, 1994. 820 p. ; 26 cm. Hardcover. 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. Business/Economics. Economics: Professional & General. Econometrics. Time Series Analysis. Investment & securities. Probability & statistics. Mathematics. Business & Economics. Time-series analysis. Business & Economics / Investments & Securities. Investments & Securities - General. Mathematics / Probability & Statistics / General. Probability & Statistics - General. Amazon.com http://www.amazon.com/exec/obidos/ASIN/0691042896/chopaconline-20 Amazon customer reviews http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0691042896 NBS BK 519.55 HAM 343040 343040 0 5 ddc 0 0 CL CL 2013-08-28 519.55 HAM NBS5497 2013-08-28 2013-08-28 BK Write off File No.0908/IRC/NBS Dated Aug 16, 2018