false 1131921 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg 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.

]]> 1131921 1 1119130 11 1 1994 Time Series Analysis total:3|5:2|4:1| 3 14 7 2 556380 4.67 3 2 58129667 2375153 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 5 0 false Mon Jun 01 19:48:20 -0700 2009 Mon Jun 01 19:50:26 -0700 2009
Assumes familiarity with linear algebra and math stats.]]> 66405157 2597869 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 4 0 false Thu Aug 06 05:36:05 -0700 2009 Thu Aug 06 05:37:32 -0700 2009 53617156 760917 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 0 0 false Wed Apr 22 12:26:06 -0700 2009 Wed Apr 22 12:26:06 -0700 2009 42695116 1895230 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 0 0 false Sun Jan 11 12:25:56 -0800 2009 Sun Jan 11 12:25:56 -0800 2009 34503133 1590292 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 5 0 false Sat Oct 04 08:10:48 -0700 2008 Sat Oct 04 08:10:48 -0700 2008 21581779 955792 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 0 0 false Sun May 04 13:25:14 -0700 2008 Sun May 04 13:25:35 -0700 2008 3057504 189596 1131921 0691042896 9780691042893 2 <![CDATA[Time Series Analysis]]> http://photo.goodreads.com/books/1223631136m/1131921.jpg http://photo.goodreads.com/books/1223631136s/1131921.jpg http://www.goodreads.com/book/show/1131921.Time_Series_Analysis 4.67 3 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.

]]> 1994 0 0 false Fri Jul 13 21:08:50 -0700 2007 Fri Jul 13 21:08:50 -0700 2007 8 http://www.goodreads.com/book_link/follow/8?book_id=1131921