Time Series Analysis

Time Series Analysis

by JamesDouglasHamilton (Author), James Douglas Hamilton (Author)

Synopsis

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.

$65.98

Quantity

9 in stock

More Information

Format: hardcover
Publisher: Princeton University Press
Published:

ISBN 10: 0691042896
ISBN 13: 9780691042893