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, auto Time Series Analysis - James D. Hamilton od authora James D. Hamilton a nakladatelství za skvělé ceny na e-shopu Martinus. cz.
| Autor |
James D. Hamilton |
| Jazyk |
anglický |
| Počet stran |
820 |
| Rok vydání |
1994 |
| Typ |
filmy |
| Nakladatelství |
Princeton Review |
