Time Series Analysis [Audiobook] download free by James Douglas Hamilton
- Listen audiobook: Time Series Analysis
- Author: James Douglas Hamilton
- Release date: 1994/4/30
- Publisher: PRINCETON UNIVERSITY PRESS
- Language: English
- Genre or Collection: Business, Finance and Law
- ISBN: 9780691042893
- Rating: 8.76 of 10
- Votes: 521
- Review by: Elmer Clanton
- Review rating: 8.95 of 10
- Review Date: 2018/10/18
- Duration: 10H10M34S in 256 kbps (163.2 MB)
- Date of creation of the audiobook: 2018-09-25
- You can listen to this audiobook in formats: WMA, MPC, MP3, WAV, MPEG4, FLAC (compression TAR.XZ, TAR.GZ, ZIP, BZ, RAR, CBZ)
- Total pages original book: 816
- Includes a PDF summary of 97 pages
- Duration of the summary (audio): 1H12M40S (19.4 MB)
- Description or summary of the audiobook: The 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.
- Other categories, genre or collection: Probability & Statistics, Econometrics, Investment & Securities
- Download servers: BitShare, MEGA, Mediafire, Dropbox, FlowCloud, Uploadable, Google Drive. Compressed in TAR.XZ, TAR.GZ, ZIP, BZ, RAR, CBZ
- Format: Hardback
- Approximate value: 82.91 USD
- Dimensions: 177.29x256.03x55.12mm
- Weight: 1,701g
- Printed by: Not Available
- Published in: New Jersey, United States
Vote:
-
![Audiobook Drama Games for Those who Like to say no author Chris Johnston]( "Download Audiobook Drama Games for Those who Like to say no")
-
![Audiobook Modern Management: Theory and Practice for Students in Ireland author Siobhan D. Tiernan]( "Download Audiobook Modern Management: Theory and Practice for Students in Ireland")
-
![Audiobook Excuse my French: Fluent Francais Without the Faux pas author Rachel Best]( "Download Audiobook Excuse my French: Fluent Francais Without the Faux pas")
-
![Audiobook Hodder Cambridge Primary Maths Learner'S Book 4 author Josh Lury]( "Download Audiobook Hodder Cambridge Primary Maths Learner'S Book 4")
-
![Audiobook Leadership Matters: How Leaders at all Levels can Create Great Schools author Andy Buck]( "Download Audiobook Leadership Matters: How Leaders at all Levels can Create Great Schools")
-
![Audiobook Rules in School: Teaching Discipline in the Responsive Classroom author Mary Beth Forton]( "Download Audiobook Rules in School: Teaching Discipline in the Responsive Classroom")
-
![Audiobook More Teaching Games for Understanding: Moving Globally v. 2 author Joy I. Butler]( "Download Audiobook More Teaching Games for Understanding: Moving Globally v. 2")
-
![Audiobook Reset: My Fight for Inclusion and Lasting Changes author Ellen Pao]( "Download Audiobook Reset: My Fight for Inclusion and Lasting Changes")
-
![Audiobook The High-Velocity Edge: How Market Leaders Leverage Operational Excellence to Beat the Competition author Steven J. Spear]( "Download Audiobook The High-Velocity Edge: How Market Leaders Leverage Operational Excellence to Beat the Competition")
The High-Velocity Edge: How Market Leaders Leverage Operational Excellence to Beat the Competition
Steven J. Spear
432 Pages
-
![Audiobook The Unsettling of America: Culture & Agriculture author Wendell Berry]( "Download Audiobook The Unsettling of America: Culture & Agriculture")
-
![Audiobook More Guns, Less Crime: Understanding Crime and gun Control Laws author John R. Lott]( "Download Audiobook More Guns, Less Crime: Understanding Crime and gun Control Laws")
-
![Audiobook The Origins of Happiness: The Science of Well-Being Over the Life Course author Richard Layard]( "Download Audiobook The Origins of Happiness: The Science of Well-Being Over the Life Course")
-
![Audiobook Building Trust: In Business, Politics, Relationships, and Life author Professor Robert C. Solomon]( "Download Audiobook Building Trust: In Business, Politics, Relationships, and Life")
Building Trust: In Business, Politics, Relationships, and Life
Professor Robert C. Solomon
192 Pages
‹
›
