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

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出版者:Princeton University Press

作者:James Douglas Hamilton

出品人:

頁數:820

译者:

出版時間:1994-1-31

價格:USD 130.00

裝幀:Hardcover

isbn號碼:9780691042893

叢書系列:

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
時間序列
數據分析
統計學
預測模型
數學建模
機器學習
數據科學
時間序列預測
迴歸分析
頻域分析

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具體描述

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.

著者簡介

時間序列分析

社科

圖書目錄

讀後感

評分☆☆☆☆☆

不是搞计量的，随便写两句吧。大砖头适合锻炼。本科生时老师总喜欢吓唬我们这本书有多么多么高深，“全是数学”，自己读了研究生才知道内容一点不难。这本书已经快20岁了，早已不是前沿。如果纯为应用的话，学一遍，知道大概是怎么回事就行了，所有的估计量都可以在计量软件里...

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☆☆☆☆☆

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！！...

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用戶評價

评分☆☆☆☆☆

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...

评分☆☆☆☆☆

可惜瞭後麵因為實習沒學完

评分☆☆☆☆☆

真不能當教材用的....

评分☆☆☆☆☆

可惜瞭後麵因為實習沒學完

评分☆☆☆☆☆

可惜瞭後麵因為實習沒學完