Time Series Analysis 2024 pdf epub mobi 电子书


Time Series Analysis

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Time Series Analysis 2024 pdf epub mobi 电子书 著者简介

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发表于2024-11-04

Time Series Analysis 2024 pdf epub mobi 电子书

Time Series Analysis 2024 pdf epub mobi 电子书

Time Series Analysis 2024 pdf epub mobi 电子书



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Time Series Analysis 电子书 读后感

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不是搞计量的,随便写两句吧。大砖头适合锻炼。本科生时老师总喜欢吓唬我们这本书有多么多么高深,“全是数学”,自己读了研究生才知道内容一点不难。这本书已经快20岁了,早已不是前沿。如果纯为应用的话,学一遍,知道大概是怎么回事就行了,所有的估计量都可以在计量软件里...  

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这么经典的书,我这么晚才读到,遗憾遗憾!!!!!!!!!!! 等我读完再写个详细的书评吧!!!!!!!!!!!!!!!!!! 大牛的经典之作,必须看,值得看!!!!!!!!!!!!!!!!! 好书,不错,值得一看!!!!!!!!!!! 唉,可以买不起!!...

评分

不是搞计量的,随便写两句吧。大砖头适合锻炼。本科生时老师总喜欢吓唬我们这本书有多么多么高深,“全是数学”,自己读了研究生才知道内容一点不难。这本书已经快20岁了,早已不是前沿。如果纯为应用的话,学一遍,知道大概是怎么回事就行了,所有的估计量都可以在计量软件里...  

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我个人认为这本书是一本manual,可以说是在ts这块最好的manual。 什么是manual? 借用 Prof. Diebold的话来说,manual就是不懂哪里看哪里! 所以,请不要将这书当作教材。  

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I’ve been reading Time Series Analysis (‘Hamilton’) for 6 months. Today I officially finished reading the book. Last year, I finished Microeconomic Theory (’MWG’) and Time Series Analysis, both of which have greatly transformed my understanding regardi...  

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出版者:Princeton University Press
作者:James Douglas Hamilton
出品人:
页数:820
译者:
出版时间:1994-1-31
价格:USD 130.00
装帧:Hardcover
isbn号码:9780691042893
丛书系列:

图书标签: 时间序列  econometrics  经济学  数学  计量经济学  TimeSeries  time-series  统计学   


Time Series Analysis 2024 pdf epub mobi 电子书 图书描述

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.

Time Series Analysis 2024 pdf epub mobi 电子书

Time Series Analysis 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

Time Series Analysis 2024 pdf epub mobi 用户评价

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认真重读一遍法力上限值会上升一点

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没什么好说的。时序的圣经

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非常不错!要是能早点读到就好了

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还是宏观经济学家写的。。。

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真不能当教材用的....

Time Series Analysis 2024 pdf epub mobi 电子书


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