Hamilton, James Douglas. creator S.l.] Princeton University Press 1994 1st ed. 820 p. ; 26 cm. 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. James Douglas Hamilton. Hardcover. 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 519.55 0691042896 9780691042893 http://www.amazon.com/exec/obidos/ASIN/0691042896/chopaconline-20 http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0691042896 http://www.amazon.com/exec/obidos/ASIN/0691042896/chopaconline-20 http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0691042896