Time series analysis / James D. Hamilton.
Material type:
TextLanguage: English Publication details: Princeton, N.J. : Princeton University Press, c1994. Description: xiv, 799 p. : ill. ; 26 cmISBN: 0691042896 (acidfree paper); 9780691042893Subject(s): Time-series analysis | Statistical analysisDDC classification: 519.55 LOC classification: QA280 | .H264 1994Online resources: WorldCat details | E-book Fulltext
Contents:
Summary: "The last decade has brought dramatic changes in the way that researchers analyze time series data. This much-needed book synthesizes all of the major recent advances and develops a single, coherent presentation of the current state of the art of this increasingly important field. James Hamilton provides for the first time a thorough and detailed textbook account of important innovations such as vector Read more...
TOC 1. Difference Equations --
2. Lag Operators --
3. Stationary ARMA Processes --
4. Forecasting --
5. Maximum Likelihood Estimation --
6. Spectral Analysis --
7. Asymptotic Distribution Theory --
8. Linear Regression Models --
9. Linear Systems of Simultaneous Equations --
10. Covariance-Stationary Vector Processes --
11. Vector Autoregressions --
12. Bayesian Analysis --
13. The Kalman Filter --
14. Generalized Method of Moments --
15. Models of Nonstationary Time Series --
16. Processes with Deterministic Time Trends --
17. Univariate Processes with Unit Roots --
18. Unit Roots in Multivariate Time Series --
19. Cointegration --
20. Full-Information Maximum Likelihood Analysis of Cointegrated Systems --
21. Time Series Models of Heteroskedasticity --
22. Modeling Time Series with Changes in Regime --
D Greek Letters and Mathematical Symbols Used in the Text.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Item holds |
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E-Book
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Dr. S. R. Lasker Library, EWU E-book | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | Not for loan | |||
Text
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Dr. S. R. Lasker Library, EWU | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-1 | Available | |||
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Text
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-2 | Not For Loan | ||
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Text
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Dr. S. R. Lasker Library, EWU Reserve Section | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-3 | Not For Loan | ||
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Text
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-4 | Available | ||
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Text
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Dr. S. R. Lasker Library, EWU | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-5 | Available | |||
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Text
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-6 | Available | ||
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Text
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Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-7 | Available | ||
|
Text
|
Dr. S. R. Lasker Library, EWU Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf(Opens below)) | C-8 | Available |
Total holds: 0
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