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Time Series Analysis

by James Douglas Hamilton
Compare to estimated retail price: RM359.00 MYR  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Time Series Analysis
Time Series Analysis

Scholarly integration of advanced economic time series.

If you're diving into the deep end of economic and financial time series analysis, this book is your sturdy life raft. Hamilton articulates complex concepts like vector autoregressions and nonlinear models with enough clarity that even first-year grad students can grasp them. Think of it as a bridge connecting economic theory to the raw reality of data analysis. It's a comprehensive guide that doubles as a reference you'll probably keep coming back to throughout your research or studies.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.

Time Series Analysis

by James Douglas Hamilton
Compare to estimated retail price: RM359.00 MYR  

The item you've got your eye on is secondhand. You probably already know that, but just in case!

The estimated retail price shown next to any listed item represents the first-hand prices we've seen elsewhere, or the estimated original retail price of a comparable item of the same quality, construction and material offered elsewhere in new condition.

Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

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This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

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*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

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ISBN: 9780691042893
Authors: James Douglas Hamilton
Publisher: Princeton University Press
Date of Publication: 1994-01-11
Format: Hardcover
Related Collections: Science, Economics, Business
Related Topics: Finance, Mathematics
Goodreads rating: 4.29
(rated by 126 readers)

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 textbook 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.
 

Scholarly integration of advanced economic time series.

If you're diving into the deep end of economic and financial time series analysis, this book is your sturdy life raft. Hamilton articulates complex concepts like vector autoregressions and nonlinear models with enough clarity that even first-year grad students can grasp them. Think of it as a bridge connecting economic theory to the raw reality of data analysis. It's a comprehensive guide that doubles as a reference you'll probably keep coming back to throughout your research or studies.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.