TY  - BOOK
AU  - Hamilton,James D.
TI  - Time series analysis
SN  - 0691042896 (acidfree paper)
AV  - QA280 .H264 1994
U1  - 519.55  
PY  - 1994///
CY  - Princeton, N.J.
PB  - Princeton University Press
KW  - Time-series analysis
KW  - Statistical analysis
N1  - Includes bibliographical references and index; 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; CSE
N2  - "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...
UR  - http://www.worldcat.org/title/time-series-analysis/oclc/28257560&referer=brief_results
UR  - http://lib.ewubd.edu/ebook/6910
ER  -