Time Series Analysis pdf epub mobi txt 電子書下載 2025

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James Douglas Hamilton

Princeton University Press

1994-1-31

820

USD 130.00

Hardcover

9780691042893

圖書標籤: 時間序列 econometrics 經濟學數學計量經濟學 TimeSeries time-series 統計學

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发表于2025-01-22

Time Series Analysis epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2025

Time Series Analysis pdf epub mobi txt 電子書下載 2025

圖書描述

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.

Time Series Analysis 下載 mobi epub pdf txt 電子書

著者簡介

時間序列分析

社科

圖書目錄

Time Series Analysis pdf epub mobi txt 電子書下載

想要找書就要到小哈圖書下載中心

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立刻按 ctrl+D收藏本頁

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用戶評價

評分☆☆☆☆☆

沒想到這個領域或者說這本書的側重點居然是金融方嚮的工具... 不過感覺就是在lag operation基礎上做各種regression... 加上一些error estimate的思路... 另外Appendix A的Mathematical Review部分倒是可以當個速查手冊或者快速復習的內容.,包含瞭常見的工具介紹...

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Time-Series comprehensive book

評分☆☆☆☆☆

非常紮實的一本教材。推導證明娓娓道來，因為教授的notes是follow這本書，閱讀過程非常愉快。

評分☆☆☆☆☆

Extremely carefully written. No proposition is left un-proved. An encyclopedia of everything on time-domain methods before 1990.

評分☆☆☆☆☆

可惜瞭後麵因為實習沒學完

讀後感

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这么经典的书，我这么晚才读到，遗憾遗憾！！！！！！！！！！！等我读完再写个详细的书评吧！！！！！！！！！！！！！！！！！！大牛的经典之作，必须看，值得看！！！！！！！！！！！！！！！！！好书，不错，值得一看！！！！！！！！！！！唉，可以买不起！！...

評分☆☆☆☆☆

I’ve been reading Time Series Analysis (‘Hamilton’) for 6 months. Today I officially finished reading the book. Last year, I finished Microeconomic Theory (’MWG’) and Time Series Analysis, both of which have greatly transformed my understanding regardi...

評分☆☆☆☆☆

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Time Series Analysis pdf epub mobi txt 電子書下載 2025