Time series analysis for the social sciences
Auteur :
Box-Steffensmeier, Janet M. / Freeman, John R. / Hitt, Matthew P. / Pevehouse, Jon C. W.
Éditeur :
Cambridge University Press
ISBN :
9780521871167
Date de publication :
22 déc. 2014
Dimensions :
23,6 x 15,6 x 2,1 cm
Poids :
520 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.