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Time Series Analysis - James D. Hamilton - Bog

Bag om Time Series Analysis

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780691042893
  • Indbinding:
  • Hardback
  • Sideantal:
  • 816
  • Udgivet:
  • 31. januar 1994
  • Størrelse:
  • 173x253x55 mm.
  • Vægt:
  • 1502 g.
  • 4-7 hverdage.
  • 30. november 2024
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Beskrivelse af Time Series Analysis

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.

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