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Time Series Analysis for the Social Sciences - Janet M. (Ohio State University) Box-Steffensmeier - Bog

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Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521691550
  • Indbinding:
  • Paperback
  • Sideantal:
  • 298
  • Udgivet:
  • 22. december 2014
  • Størrelse:
  • 154x232x20 mm.
  • Vægt:
  • 436 g.
  • 8-11 hverdage.
  • 29. november 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Time Series Analysis for the Social Sciences

Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.

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