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

Business & Money

Hamilton, James D.

Economics

Princeton University Press

The ministry of pastoral counseling (Source books for ministers)

Baker Book House

Directions: Insights for Christian living

Beacon Hill

Harmony in the home: A study in Christian family relationships

Beacon Hill Press of Kansas City

The Pair in Your Parsonage

Beacon Hill Press

The mental image we have of Goddetermines how we will relate to Him.Thus, we give God a face, and it is how we see His facethat determines the nature of our religion.

The Faces of God

Religion & Spirituality

Rough Roads Publications

Please place price with the isbn number on back of book.

Pieces of Life

Biographies & Memoirs

Memoirs

Armonia en el hogar (Spanish Edition)

Parenting & Relationships

Casa Nazarena de Publicaciones

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Books by Hamilton, James D.