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Time Series Analysis
James D. Hamilton
Rs.10,595
Rs. 12,464
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Description
The 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 first-year 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, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems?including linear representations, autocovariance generating
Additional Info
| Author | James D. Hamilton |
| Publisher | Princeton University Press |
| Language | English |
| Binding Type | Hardcover |
| Main Category | Science & Mathematics |
| ISBN13 | 9780691042893 |
| SKU | BK 0176735 |
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