TY  - GEN
AU  - Hamilton,James Douglas
TI  - Time series analysis
SN  - 0691042896
U1  - 519.55 
PY  - 1994///
CY  - [S.l.]
PB  - Princeton University Press
KW  - Business/Economics
KW  - Economics: Professional & General
KW  - Econometrics
KW  - Time Series Analysis
KW  - Investment & securities
KW  - Probability & statistics
KW  - Mathematics
KW  - Business & Economics
KW  - Time-series analysis
KW  - Business & Economics / Investments & Securities
KW  - Investments & Securities - General
KW  - Mathematics / Probability & Statistics / General
KW  - Probability & Statistics - General
N1  - Hardcover
N2  - 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
UR  - http://www.amazon.com/exec/obidos/ASIN/0691042896/chopaconline-20
UR  - http://www.chopac.org/cgi-bin/tools/azrev.pl?q=0691042896
ER  -