Time Series Analysis pdf epub mobi txt 電子書下載 2024

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James Douglas Hamilton

Princeton University Press

1994-1-31

820

USD 130.00

Hardcover

9780691042893

圖書標籤: 時間序列 econometrics 經濟學數學計量經濟學 TimeSeries time-series 統計學

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发表于2024-11-22

Time Series Analysis epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Time Series Analysis pdf epub mobi txt 電子書下載 2024

圖書描述

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 下載 mobi epub pdf txt 電子書

著者簡介

時間序列分析

社科

圖書目錄

Time Series Analysis pdf epub mobi txt 電子書下載

想要找書就要到小哈圖書下載中心

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用戶評價

評分☆☆☆☆☆

認真重讀一遍法力上限值會上升一點

評分☆☆☆☆☆

這本比Tsay那本好在不太跳證明步驟，以及居然友善到把矩陣都畫瞭齣來…免掉好多自己在草稿上塗抹的過程……

評分☆☆☆☆☆

經典之作。參考瞭少少理論。

評分☆☆☆☆☆

Extremely carefully written. No proposition is left un-proved. An encyclopedia of everything on time-domain methods before 1990.

評分☆☆☆☆☆

Hamilton大牛寫的不錯，可惜初學還在掙紮中。歡迎大傢推薦靠譜時序書籍

讀後感

評分☆☆☆☆☆

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...

評分☆☆☆☆☆

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...

評分☆☆☆☆☆

这么经典的书，我这么晚才读到，遗憾遗憾！！！！！！！！！！！等我读完再写个详细的书评吧！！！！！！！！！！！！！！！！！！大牛的经典之作，必须看，值得看！！！！！！！！！！！！！！！！！好书，不错，值得一看！！！！！！！！！！！唉，可以买不起！！...

評分☆☆☆☆☆

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Time Series Analysis pdf epub mobi txt 電子書下載 2024