Time Series Analysis pdf epub mobi txt 电子书 下载 2025
时间序列分析
社科
- 时间序列
- econometrics
- 经济学
- 数学
- 计量经济学
- TimeSeries
- time-series
- 统计学
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.
具体描述
读后感
I’ve been reading Time Series Analysis (‘Hamilton’) for 6 months. Today I officially finished reading the book. Last year, I finished Microeconomic Theory (’MWG’) and Time Series Analysis, both of which have greatly transformed my understanding regardi...
评分I’ve been reading Time Series Analysis (‘Hamilton’) for 6 months. Today I officially finished reading the book. Last year, I finished Microeconomic Theory (’MWG’) and Time Series Analysis, both of which have greatly transformed my understanding regardi...
评分在计量经济学界里，这本无疑是一本优秀的入门教材（时间序列方面）。 说下它的不足吧： 第六章多余，既不承上，也不启下，平稳时序的谱分析及谱表达，书中虽有部分涉及，可读完后根本知道有何用。 第十二章多余，时序分析的Bayesian视角已经可以写一本书了。 第十三章不足，Kal...
评分I’ve been reading Time Series Analysis (‘Hamilton’) for 6 months. Today I officially finished reading the book. Last year, I finished Microeconomic Theory (’MWG’) and Time Series Analysis, both of which have greatly transformed my understanding regardi...
评分不是搞计量的，随便写两句吧。大砖头适合锻炼。本科生时老师总喜欢吓唬我们这本书有多么多么高深，“全是数学”，自己读了研究生才知道内容一点不难。这本书已经快20岁了，早已不是前沿。如果纯为应用的话，学一遍，知道大概是怎么回事就行了，所有的估计量都可以在计量软件里...
用户评价
这本比Tsay那本好在不太跳证明步骤，以及居然友善到把矩阵都画了出来…免掉好多自己在草稿上涂抹的过程……
评分好书 200刀
评分Extremely carefully written. No proposition is left un-proved. An encyclopedia of everything on time-domain methods before 1990.
评分可能因为是给博士生用的教材，有点深，很多数学知识点需要温习。
评分这本比Tsay那本好在不太跳证明步骤，以及居然友善到把矩阵都画了出来…免掉好多自己在草稿上涂抹的过程……
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