Time Series Analysis 2024 pdf epub mobi 电子书

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发表于2024-12-26

Time Series Analysis 2024 pdf epub mobi 电子书

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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！！...

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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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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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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

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Time Series Analysis 2024 pdf epub mobi 用户评价

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还是宏观经济学家写的。。。

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非常扎实的一本教材。推导证明娓娓道来，因为教授的notes是follow这本书，阅读过程非常愉快。

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没想到这个领域或者说这本书的侧重点居然是金融方向的工具... 不过感觉就是在lag operation基础上做各种regression... 加上一些error estimate的思路... 另外Appendix A的Mathematical Review部分倒是可以当个速查手册或者快速复习的内容.,包含了常见的工具介绍...

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认真重读一遍法力上限值会上升一点

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Hamilton大牛写的不错，可惜初学还在挣扎中。欢迎大家推荐靠谱时序书籍

Time Series Analysis 2024 pdf epub mobi 电子书