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Time Series Analysis

English, James D. Hamilton, 1994
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Product details

A graduate-level text that describes the recent dramatic changes in the way researchers analyze economic and financial time series. It explores important innovations such as vector regression, nonlinear time series models, and the generalized methods of moments.

Key specifications

topic
Economy & Law
Subtopic
Economics
Language
English
Author
James D. Hamilton
Year
1994
Number of pages
816
Book cover
Paperback

General information

Item number
7719523
Publisher
Princeton
Category
Reference books
Release date
31.1.1994

Book properties

topic
Economy & Law
Subtopic
Economics
Language
English
Author
James D. Hamilton
Year
1994
Number of pages
816
Book cover
Paperback

Product dimensions

Height
258 mm
Width
181 mm
Weight
1756 g

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