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Time Series Analysis (BOK)

James Douglas Hamilton

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A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 1994 Forfatter James Douglas Hamilton
Forlag
Princeton University Press
ISBN 9780691042893
Antall sider 816 Dimensjoner 17,3cm x 25,3cm x 5,5cm
Vekt 1758 gram Originaltittel Time Series Analysis
Emner og form Econometrics