Time Series Analysis pdf epub mobi txt 电子书下载 2024

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James Douglas Hamilton

Princeton University Press

1994-1-31

820

USD 130.00

Hardcover

9780691042893

图书标签: 时间序列 econometrics 经济学数学计量经济学 TimeSeries time-series 统计学

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发表于2024-05-09

Time Series Analysis epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Time Series Analysis pdf epub mobi txt 电子书下载 2024

图书描述

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.

Time Series Analysis 下载 mobi epub pdf txt 电子书

著者简介

时间序列分析

社科

图书目录

Time Series Analysis pdf epub mobi txt 电子书下载

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用户评价

评分☆☆☆☆☆

好书，但是听见我心碎的声音

评分☆☆☆☆☆

非常扎实的一本教材。推导证明娓娓道来，因为教授的notes是follow这本书，阅读过程非常愉快。

评分☆☆☆☆☆

翻过几章，快二十年的书，若做一般的时间序列，现在看来仍不过时

评分☆☆☆☆☆

Hamilton大牛写的不错，可惜初学还在挣扎中。欢迎大家推荐靠谱时序书籍

评分☆☆☆☆☆

没想到这个领域或者说这本书的侧重点居然是金融方向的工具... 不过感觉就是在lag operation基础上做各种regression... 加上一些error estimate的思路... 另外Appendix A的Mathematical Review部分倒是可以当个速查手册或者快速复习的内容.,包含了常见的工具介绍...