James D. Hamilton - Time Series Analysis

James D. Hamilton - Time Series Analysis

87,30 €

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.

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Produktbeschreibung

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.
Marke Princeton Univers. Press
EAN 9780691042893
ISBN 978-0-691-04289-3
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