Time Series Analysis

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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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Synopsis

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...