Time Series Analysis
James D. Hamilton
Princeton University Press, 1994
96,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780691042893
- ISBN-10
- 0691042896
- Publisher
- Princeton University Press
- Year
- 1994
- Publication date
- 1994-01-31
- Pages
- 816
- Dimensions
- 253x173x55
- Weight
- 1496