Time Series Analysis

(0) | Küsimused ja vastused (0)

Täpsustused:

Autor:	James D. Hamilton
Lehekülgede arv:	816
Ilmumisaasta:	1994
Kauba ID:	19769008

Lisainfo

90⁵⁵ €

Müüja: Bookstore Krisostomos 4.9

Lisa korvi

6⁹⁴ € / kuus

Järelmaksu kalkulaator

3 x 30¹⁹ €

Ilma lisatasudeta

Sinu linn

Omniva pakiautomaat

16. aprillist

0⁰⁰ €

SmartPosti pakiautomaat

16. aprillist

0⁰⁰ €

Postkontor

16. aprillist

0⁰⁰ €

Kuller

16. aprillist

3⁹⁹ €

Tähelepanu! Tarneajad on esialgsed ning selguvad pärast tellimuse vormistamist ja tasumise aega. Lõplik tarnekuupäev on märgitud tellimuse kinnituses.

Kõik tarneviisid

Omniva pakiautomaat

16. aprillist

0⁰⁰ €

SmartPosti pakiautomaat

16. aprillist

0⁰⁰ €

Postkontor

16. aprillist

0⁰⁰ €

Kuller

16. aprillist

3⁹⁹ €

Tähelepanu! Tarneajad on esialgsed ning selguvad pärast tellimuse vormistamist ja tasumise aega. Lõplik tarnekuupäev on märgitud tellimuse kinnituses.

Kõik tarneviisid

14-päevane tagastusvõimalus

Müüja: Bookstore Krisostomos 4.9

95% ostjatest soovitaks seda müüjat.

Teised on vaadanud

Toote kirjeldus: Time Series Analysis

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 autoregressions, estimation by generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, Hamilton presents traditional tools for analyzing dynamic systems, including linear representations, autocovariance, generating functions, spectral analysis, and the Kalman filter, illustrating their usefulness both for economic theory and for studying and interpreting real-world data.This book is intended to provide students, researchers, and forecasters with a definitive, self-contained survey of dynamic systems, econometrics, and time series analysis. Starting from first principles, Hamilton's lucid presentation makes both old and new developments accessible to first-year graduate students and nonspecialists. Moreover, the work's thoroughness and depth of coverage will make Time Series Analysis an invaluable reference for researchers at the frontiers of the field. Hamilton achieves these dual objectives by including numerous examples that illustrate exactly how the theoretical results are used and applied in practice, while relegating many details to mathematical appendixes at the end of chapters. As an intellectual roadmap of the field for students and researchers alike, this volume promises to be the authoritative guide for years to come.
The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book 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.The book is intended to provide students and researchers with a self-contained survey of time series analysis. It 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.

Üldine tooteinfo: Time Series Analysis

Kauba ID:	19769008
Kategooria:	Majandusalased raamatud
Tootepakendite arv:	1 tk.
Paki suurus ja kaal (1):	0,3 x 0,3 x 0,1 m, 0,2 kg
Kirjastus:	Princeton University Press
Raamatu keel:	Inglise keel
Tüüp:	Majandusteadus
Autor:	James D. Hamilton
Lehekülgede arv:	816
Ilmumisaasta:	1994

Lisainfo

Toodete pildid on illustratiivsed ja näitlikud. Tootekirjelduses sisalduvad videolingid on ainult informatiivsetel eesmärkidel, seega võib neis sisalduv teave erineda tootest endast. Värvid, märkused, parameetrid, mõõtmed, suurused, funktsioonid, ja / või originaaltoodete muud omadused võivad nende tegelikust väljanägemisest erineda, seega palun tutvuge tootekirjeldustes toodud tootespetsifikatsioonidega.

Teata veast tootekirjelduses

Soovitatakse koos

Partnerite pakkumised

Reklaam