Time Series Analysis

(4.9/5) - 350 ratings
Author: James Douglas Hamilton
Publisher: Princeton University Press
Pages: 407
Language: english
Year: 1994
ISBN 10: 0-691-04289-6
ISBN 13: 9780691042893
Series: Unknown
Edition: 1
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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...