Time Series Analysis

Details : 

Author : James D. Hamilton
Publisher ‏ : ‎ LEVANT BOOKS
Publication Date : 1 January 2012
Paperback : 799 Pages
Language ‏ : ‎ English
ISBN-10 ‏ : ‎ 9380663439
ISBN-13 ‏ : ‎ 978-9380663432
Item Weight ‏ : ‎1500 G 

About The Book

"Time Series Analysis" by James D. Hamilton is a comprehensive textbook on time series econometrics, providing in-depth coverage of statistical methods and models for analyzing time series data. The book is a standard reference in the field, offering rigorous treatment of topics such as ARIMA models, spectral analysis, and vector autoregressions. A valuable resource for graduate students and researchers in economics, finance, and statistics.