An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying ...
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An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive 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. This invaluable book 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.
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Add this copy of Time Series Analysis to cart. $30.34, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1994 by Princeton University Press.
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Add this copy of Time Series Analysis to cart. $30.42, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1994 by Princeton University Press.
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Fair. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Time Series Analysis to cart. $32.61, fair condition, Sold by BayStateBooks rated 5.0 out of 5 stars, ships from North Smithfield, RI, UNITED STATES, published 1994 by Princeton University Press.
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Fair. The book is complete and readable with all pages and cover intact. Dust jacket shrink wrap or boxed set case may be missing. Pages may have light notes highlighting or minor water exposure but nothing that affects readability. May be an ex-library copy and could include library markings or stickers.
Add this copy of Time Series Analysis to cart. $32.75, fair condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1994 by Princeton University Press.
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Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.
Add this copy of Time Series Analysis to cart. $33.25, good condition, Sold by GW Spokane Books rated 5.0 out of 5 stars, ships from Spokane, WA, UNITED STATES, published 1994 by Princeton University Press.
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Condition: Good-Used book with some visible wear. May include stickers on the cover wear or absence of the dust jacket wear to the spine or inside cover slight corner curling minor staining and wear along the fore edge. All orders are shipped via UPS Mail Innovations and may take up to 10 business days from the initial scan to be delivered.
Add this copy of Time Series Analysis to cart. $35.00, very good condition, Sold by West with the Night rated 5.0 out of 5 stars, ships from Tucson, AZ, UNITED STATES, published 1994 by Princeton University Press.
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Very good in very good dust jacket. light shelfwear, creases, to the jacket, no ownership marks. Sewn binding. Cloth over boards. 816 p. Audience: General/trade.
Add this copy of Time Series Analysis to cart. $37.50, good condition, Sold by Second Story Books, ABAA rated 4.0 out of 5 stars, ships from Rockville, MD, UNITED STATES, published 1994 by Princeton University Press.
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Book. Octavo, xiv, 799 pages. In Good condition. Spine is blue with white print. Boards in glossy illustrated paper. Light wear to spine caps and corners, light shelf wear. NOTE: Shelved in Netdesk Column P. 1394812. FP New Rockville Stock.
Add this copy of Time Series Analysis to cart. $38.05, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1994 by Princeton University Press.
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Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
Add this copy of Time Series Analysis to cart. $39.66, fair condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1994 by Princeton University Press.
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Fair. With dust jacket. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.
Add this copy of Time Series Analysis to cart. $39.77, very good condition, Sold by Symposia rated 5.0 out of 5 stars, ships from Hoboken, NJ, UNITED STATES, published 1994 by Princeton University Press.
