James Douglas Hamilton Time Series Analysis Deals

Product Name: Time Series Analysis

Product Category: Books in Media

Manufacturer: James Douglas Hamilton

Product Features :

• No features available.

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.

Why compare prices for James Douglas Hamilton ?

ShopMerit works with hundreds of UK retailers to provide you with the best possible prices for Books, deals and retailer vouchers codes. So comparing prices on Books just like Time Series Analysis is easy and also can save your hard earned cash when shopping online.

We’re pretty sure that you’ll find the best price for a James Douglas Hamilton at ShopMerit.com.