| 000 -LEADER |
|---|
| fixed length control field |
02576pam a2200229 a 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
vtls003054279 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
MY-SjTCS |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20200226110133.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
110218s1994 njua b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
0691042896 (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9780691042893 (cloth) |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201102181433 |
| Level of effort used to assign nonsubject heading access points |
VLOAD |
| Level of effort used to assign subject headings |
200707261631 |
| Level of effort used to assign classification |
mas |
| Level of effort used to assign subject headings |
200707251754 |
| Level of effort used to assign classification |
chon ling |
| -- |
200707131444 |
| -- |
jefri |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.55 |
| Item number |
HAM |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hamilton, James D. |
| Fuller form of name |
(James Douglas), |
| Dates associated with a name |
1954- |
| 9 (RLIN) |
25389 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Time series analysis / |
| Statement of responsibility, etc. |
James D. Hamilton. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
Princeton, N.J. : |
| Name of publisher, distributor, etc. |
Princeton University Press, |
| Date of publication, distribution, etc. |
c1994. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 799 p. : |
| Other physical details |
ill. ; |
| Dimensions |
26 cm. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc. note |
Includes bibliographical references and indexes. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"The last decade has brought dramatic changes in the way that researchers analyze time series data. This much-needed book synthesizes all of the major recent advances and develops a single, coherent presentation of the current state of the art of this increasingly important field. James Hamilton provides for the first time a thorough and detailed textbook account of important innovations such as vector autoregressions, estimation by generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, Hamilton presents traditional tools for analyzing dynamic systems, including linear representations, autocovariance, generating functions, spectral analysis, and the Kalman filter, illustrating their usefulness both for economic theory and for studying and interpreting real-world data." "This book is intended to provide students, researchers, and forecasters with a definitive, self-contained survey of dynamic systems, econometrics, and time series analysis. Starting from first principles, Hamilton's lucid presentation makes both old and new developments accessible to first-year graduate students and nonspecialists. Moreover, the work's thoroughness and depth of coverage will make Time Series Analysis an invaluable reference for researchers at the frontiers of the field. Hamilton achieves these dual objectives by including numerous examples that illustrate exactly how the theoretical results are used and applied in practice, while relegating many details to mathematical appendixes at the end of chapters. As an intellectual roadmap of the field for students and researchers alike, this volume promises to be the authoritative guide for years to come."--BOOK JACKET. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Time-series analysis. |
| 9 (RLIN) |
8664 |
| 920 ## - Programme |
|---|
| Programme |
AUDP (UNISA) : 240376, 240377 |
| 999 ## - SYSTEM CONTROL NUMBERS (KOHA) |
|---|
| Koha biblionumber |
63157 |
| Koha biblioitemnumber |
63157 |
