000			01400nam a2200169Ia 4500
008			211217s9999 xx 000 0 und d
020			_a9789380663432 (pbk.)
082			_a519.55 _bJAM
100			_aHamilton, James D. _9498
245		0	_aTime series analysis
260			_aKolkata _bLevant Books _c2012
300			_a799p.
500			_ahttps://press.princeton.edu/books/hardcover/9780691042893/time-series-analysis
520			_aThe 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.
650			_aTime-series analysis _9499
942			_cBK
999			_c7566 _d7566