000			02576pam a2200229 a 4500
001			vtls003054279
003			MY-SjTCS
005			20200226110133.0
008			110218s1994 njua b 001 0 eng
020			_a0691042896 (cloth)
020			_a9780691042893 (cloth)
039		9	_a201102181433 _bVLOAD _c200707261631 _dmas _c200707251754 _dchon ling _y200707131444 _zjefri
082	0	0	_a519.55 _bHAM
100	1		_aHamilton, James D. _q(James Douglas), _d1954- _925389
245	1	0	_aTime series analysis / _cJames D. Hamilton.
260			_aPrinceton, N.J. : _bPrinceton University Press, _cc1994.
300			_axiv, 799 p. : _bill. ; _c26 cm.
504			_aIncludes bibliographical references and indexes.
520			_a"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	_aTime-series analysis. _98664
920			_aAUDP (UNISA) : 240376, 240377
999			_c63157 _d63157