Time Series Analysis [Audiobook] download free by James Douglas Hamilton
- Listen audiobook: Time Series Analysis
- Author: James Douglas Hamilton
- Release date: 1994/11/29
- Publisher: PRINCETON UNIVERSITY PRESS
- Language: English
- Genre or Collection: Society and Social Sciences
- ISBN: 9780691042893
- Rating: 8.41 of 10
- Votes: 843
- Review by: Quinton Ackerman
- Review rating: 7.84 of 10
- Review Date: 2018/10/27
- Duration: 10H15M16S in 256 kbps (163.2 MB)
- Date of creation of the audiobook: 2018-07-02
- You can listen to this audiobook in formats: WAV, MPEG4, MP3, FLAC, OPUS, WMA, MOD, OGG (compression ZIP, TAR.Z, CHM, JAR, RAR)
- Total pages original book: 816
- Includes a PDF summary of 86 pages
- Duration of the summary (audio): 1H6M20S (17.2 MB)
- Description or summary of the audiobook: 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.
- Other categories, genre or collection: Probability & Statistics, Investment & Securities, Econometrics
- Download servers: Hotfile, Lufi, FreakShare, BitShare, FileServe. Compressed in ZIP, TAR.Z, CHM, JAR, RAR
- Format: Hardback
- Approximate value: 82.91 USD
- Dimensions: 177.29x256.03x55.12mm
- Weight: 1,701g
- Printed by: Not Available
- Published in: New Jersey, United States
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