000193185 001__ 193185
000193185 003__ CZ-ZdVUG
000193185 005__ 20170524134834.0
000193185 020__ $$a978-0-691-04289-3
000193185 044__ $$axxk
000193185 041__ $$aeng
000193185 040__ $$aABC039$$bcze
000193185 1001_ $$aHamilton, James D.
000193185 24510 $$aTime series analysis
000193185 264_1 $$aPrinceton$$bPrinceton University Prees$$c1994
000193185 300__ $$a799 stran$$c26 cm
000193185 504__ $$aObsahuje rejstřík
000193185 520__ $$aThe last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results.  The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.
000193185 655_4 $$amonografie
000193185 653_0 $$atime series analysis$$aforecasting
000193185 910__ $$aABC039$$b51295
000193185 943__ $$aPolice:elias
000193185 980__ $$aknihy