Time Series Analysis 2024 pdf epub mobi 電子書下載

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Time Series Analysis pdf epub mobi 著者簡介

時間序列分析

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Time Series Analysis pdf epub mobi 圖書描述

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.

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發表於2024-11-22

Time Series Analysis 2024 pdf epub mobi 電子書下載

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在計量經濟學界裏，這本無疑是一本優秀的入門教材（時間序列方麵）。說下它的不足吧：第六章多餘，既不承上，也不啓下，平穩時序的譜分析及譜錶達，書中雖有部分涉及，可讀完後根本知道有何用。第十二章多餘，時序分析的Bayesian視角已經可以寫一本書瞭。第十三章不足，Kal...

評分☆☆☆☆☆

不是搞計量的，隨便寫兩句吧。大磚頭適閤鍛煉。本科生時老師總喜歡嚇唬我們這本書有多麼多麼高深，“全是數學”，自己讀瞭研究生纔知道內容一點不難。這本書已經快20歲瞭，早已不是前沿。如果純為應用的話，學一遍，知道大概是怎麼迴事就行瞭，所有的估計量都可以在計量軟件裏...

評分☆☆☆☆☆

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...

評分☆☆☆☆☆

我個人認為這本書是一本manual，可以說是在ts這塊最好的manual。什麼是manual？藉用 Prof. Diebold的話來說，manual就是不懂哪裏看哪裏！所以，請不要將這書當作教材。

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出版者:Princeton University Press

作者:James Douglas Hamilton

出品人:

頁數:820

譯者:

出版時間:1994-1-31

價格:USD 130.00

裝幀:Hardcover