Time Series Analysis

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TASUTA kohaletoimetamine

James D. Hamilton

816 leheküljed

1994 aasta

Kõvakaaneline

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.