Time Series Analysis - James D. Hamilton - Books - Princeton University Press - 9780691042893 - January 31, 1994
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Time Series Analysis

James D. Hamilton

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Time Series Analysis

A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.

820 pages, Ill.

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 31, 1994
ISBN13 9780691042893
Publishers Princeton University Press
Pages 816
Dimensions 173 × 253 × 55 mm   ·   1.74 kg
Language English  

See all of James D. Hamilton ( e.g. Hardcover Book )