An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying ...
Read More
An authoritative, self-contained overview of time series analysis for students and researchers The past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive 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. This invaluable book 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.
Read Less
Add this copy of Time Series Analysis to cart. $55.96, new condition, Sold by DEV BOOK AGENCY rated 4.0 out of 5 stars, ships from Ambedkar Nagar, UTTAR PRADESH, INDIA, published 2021.
Add this copy of Time Series Analysis to cart. $31.36, good condition, Sold by ThriftBooks-Reno rated 5.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 1994 by Princeton University Press.
Add this copy of Time Series Analysis to cart. $31.36, good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1994 by Princeton University Press.
Add this copy of Time Series Analysis to cart. $31.38, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1994 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Time Series Analysis to cart. $35.04, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 1994 by Princeton University Press.
Add this copy of Time Series Analysis to cart. $35.36, very good condition, Sold by Goodwill of Silicon Valley rated 5.0 out of 5 stars, ships from San Jose, CA, UNITED STATES, published 1994 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Supports Goodwill of Silicon Valley job training programs. The cover and pages are in very good condition! The cover and any other included accessories are also in very good condition showing some minor use. The spine is straight there are no rips tears or creases on the cover or the pages.
Add this copy of Time Series Analysis to cart. $40.74, very good condition, Sold by Wonder Book - Member ABAA/ILAB rated 5.0 out of 5 stars, ships from Frederick, MD, UNITED STATES, published 1994 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Very Good. Very Good condition. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp. NOT AVAILABLE FOR SHIPMENT OUTSIDE OF THE UNITED STATES.
Add this copy of Time Series Analysis to cart. $47.18, good condition, Sold by SurplusTextSeller rated 4.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 1994 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Add this copy of Time Series Analysis to cart. $64.53, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 1994 by Princeton University Press.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 816 p. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
