MARC details
| 000 -LEADER |
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| fixed length control field |
02328 a2200205 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20190421152127.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
190421b ||||| |||| 00| 0 eng d |
| 020 00 - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780691042893 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IIMV |
| 082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.55 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
James D. Hamilton |
| Relator term |
Author |
| 9 (RLIN) |
1060 |
| 245 0# - TITLE STATEMENT |
|---|
| Title |
Time Series Analysis |
| Statement of responsibility, etc. |
by James D. Hamilton |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Name of publisher, distributor, etc. |
princeton university press |
| Place of publication, distribution, etc. |
UK |
| Date of publication, distribution, etc. |
1994 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 799 pages; |
| Other physical details |
illustrations: |
| Dimensions |
24 cm. |
| 520 3# - SUMMARY, ETC. |
|---|
| Summary, etc. |
The last decade has brought dramatic changes in the way that researchers analyze time series data. This much-needed book synthesizes all of the major recent advances and develops a single, coherent presentation of the current state of the art of this increasingly important field. James Hamilton provides for the first time a thorough and detailed textbook account of important innovations such as vector autoregressions, estimation by generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, Hamilton presents traditional tools for analyzing dynamic systems, including linear representations, autocovariance, generating functions, spectral analysis, and the Kalman filter, illustrating their usefulness both for economic theory and for studying and interpreting real-world data. This book is intended to provide students, researchers, and forecasters with a definitive, self-contained survey of dynamic systems, econometrics, and time series analysis. Starting from first principles, Hamilton's lucid presentation makes both old and new developments accessible to first-year graduate students and nonspecialists. Moreover, the work's thoroughness and depth of coverage will make Time Series Analysis an invaluable reference for researchers at the frontiers of the field. Hamilton achieves these dual objectives by including numerous examples that illustrate exactly how the theoretical results are used and applied in practice, while relegating many details to mathematical appendixes at the end of chapters. As an intellectual roadmap of the field for students and researchers alike, this volume promises to bethe authoritative guide for years to come. |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Business & Economics |
| 9 (RLIN) |
1061 |
| 650 0# - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Investments & Securities |
| 9 (RLIN) |
1062 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |
