Time Series Analysis

Tavaline hind €84,00
Kiirkuller (2-3 tööpäeva)

James D. Hamilton

816

1994

Hardback

Princeton University Press

Vöötkood: 9780691042893

A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.