Time series analysis
Auteur :
Hamilton, James D.
Éditeur :
Princeton University Press
ISBN :
9780691042893
Date de publication :
31 janv. 1994
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
1701 g
Format :
B315
Langue :
Anglais
Pays d'origine :
Grande Bretagne
A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.