# Time series analysis / James D. Hamilton.

##### By: Hamilton, James D. (James Douglas).

Material type: TextPublisher: Princeton, N.J. : Princeton University Press, c1994Description: xiv, 799 p. : ill. ; 26 cm.ISBN: 0691042896 (acidfree paper); 9780691042893.Subject(s): Time-series analysis | Statistical analysisDDC classification: 519.55 Online resources: WorldCat details | E-book FulltextItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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E-Book | EWU Library E-book | Non-fiction | 519.55 HAT 1994 (Browse shelf) | Not for loan | ||||

Text | EWU Library | 519.55 HAT 1994 (Browse shelf) | C-1 | Available | 24275 | |||

Text | EWU Library Reserve Section | Non-fiction | 519.55 HAT 1994 (Browse shelf) | C-2 | Not For Loan | 24276 | ||

Text | EWU Library Reserve Section | Non-fiction | 519.55 HAT 1994 (Browse shelf) | C-3 | Not For Loan | 24277 | ||

Text | EWU Library Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf) | C-4 | Available | 24278 | ||

Text | EWU Library | 519.55 HAT 1994 (Browse shelf) | C-5 | Available | 24279 | |||

Text | EWU Library Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf) | C-6 | Available | 25288 | ||

Text | EWU Library Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf) | C-7 | Available | 25289 | ||

Text | EWU Library Circulation Section | Non-fiction | 519.55 HAT 1994 (Browse shelf) | C-8 | Available | 25290 |

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519.55 BIT 2011 Time series analysis and forecasting by example / | 519.55 BOT 2008 Time series analysis : | 519.55 BRI 2016 Introduction to time series and forecasting / | 519.55 HAT 1994 Time series analysis / | 519.55 MOI 2008 Introduction to time series analysis and forecasting / | 519.55 MOI 2015 Introduction to time series analysis and forecasting / | 519.55 TIM 2016 Time series analysis : |

Includes bibliographical references and index.

Table of contents 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.

"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...

Computer Science & Engineering

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