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thông tin biểu ghi
ISBN 9780691042893
DDC 519.55
Tác giả CN Hamilton, James D.
Nhan đề Time series analysis / James D. Hamilton
Thông tin xuất bản New Jersey : Princeton University Press, 1994
Mô tả vật lý xiv, 799 pages : illustrations ; 26 cm.
Tóm tắt 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.
Từ khóa tự do Phân tích chuỗi thời gian
Từ khóa tự do Méthodes statistiques
Từ khóa tự do Análisis de series de tiempo
Từ khóa tự do Économétrie
Từ khóa tự do Mathématiques économiques
Từ khóa tự do Kinh tế lượng
Từ khóa tự do Time series
Khoa Khoa Tài chính - Kế toán
Địa chỉ Thư Viện Đại học Nguyễn Tất Thành
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100 |aHamilton, James D.
245 |aTime series analysis / |cJames D. Hamilton
260 |aNew Jersey : |bPrinceton University Press, |c1994
300 |axiv, 799 pages : |billustrations ; |c26 cm.
520 |aThe 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.
541 |aMua
653 |aPhân tích chuỗi thời gian
653 |aMéthodes statistiques
653 |aAnálisis de series de tiempo
653 |aÉconométrie
653 |aMathématiques économiques
653|aKinh tế lượng
653|aTime series
690 |aKhoa Tài chính - Kế toán
852 |aThư Viện Đại học Nguyễn Tất Thành
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