Time Series Analysis, Hardcover/James Douglas Hamilton

Descriere YEO:

Time Series Analysis, Hardcover/James Douglas - Disponibil la elefant.ro

Pe YEO găsești Time Series Analysis, Hardcover/James Douglas de la Princeton University Press, în categoria Foreign Books.

Indiferent de nevoile tale, Time Series Analysis, Hardcover/James Douglas Hamilton din categoria Foreign Books îți poate aduce un echilibru perfect între calitate și preț, cu avantaje practice și moderne.

Preț: 504.99 Lei

Caracteristicile produsului Time Series Analysis, Hardcover/James Douglas

• Brand: Princeton University Press
• Categoria: Foreign Books
• Magazin: elefant.ro
• Ultima actualizare: 02-07-2025 00:50:25

Comandă Time Series Analysis, Hardcover/James Douglas Online, Simplu și Rapid

Prin intermediul platformei YEO, poți comanda Time Series Analysis, Hardcover/James Douglas de la elefant.ro rapid și în siguranță. Bucură-te de o experiență de cumpărături online optimizată și descoperă cele mai bune oferte actualizate constant.

Descriere magazin:
Description 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. About the Author James D. Hamilton is Professor of Economics at the University of California, San Diego.