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 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

See the best price to sell, buy, or rent books by Hamilton, James D.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Hamilton, James D.