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.

• | By (Author): James Douglas Hamilton
• | Series:
• | Publisher: Princeton University Press
• | Publication Date: Jan 31, 1994
• | Country of Publication: United States
• | Number of Pages: 816 pages
• | Language: Not available
• | Binding: Hardback
• | ISBN-10: 0007233485
• | ISBN-13: 9780691042893