Book Search:  

 

 
Google full text of our books:

bookjacket

Time Series Analysis
James D. Hamilton

One of Princeton University Press's Notable Centenary Titles.

Hardcover | 1994 | $115.00 / £55.00 | ISBN: 9780691042893
820 pp. | 6 x 9 | SHOPPING CART

graduation-capTextbooks & e-Inspections for Professors

Reviews | Table of Contents

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.

Review:

"A carefully prepared and well written book. . . . Without doubt, it can be recommended as a very valuable encyclopedia and textbook for a reader who is looking for a mainly theoretical textbook which combines traditional time series analysis with a review of recent research areas."--Journal of Economics

Endorsement:

"I am extremely enthusiastic about this book. I think it will quickly become a classic. Like Sargent's and Varian's texts, it will be a centerpiece of the core cirriculum for graduate students."--John H. Cochrane, University of Chicago

Table of Contents

This book has been translated into:

  • Japanese

Subject Areas:

Hardcover: Not for sale in South Asia

Shopping Cart:

  • For hardcover/paperback orders:

    For hardcover/paperback orders in the United States, Canada, Latin America, Asia, and Australia

    Hardcover: $115.00 ISBN: 9780691042893

    For hardcover/paperback orders in Europe, Africa, the Middle East, and India

    Hardcover: £55.00 ISBN: 9780691042893

    graduation-cap

    Textbooks: Need textbooks? View our textbook site.

    Teaching Professors: To request an electronic inspection copy for course use consideration,
    please click on: magnifyingProfessors free on-line inspection access (All requests will be validated before access is granted).

    Online exam copies are also available through these e-vendors:

  • CourseSmart®
  • Kno™
  • Prices subject to change without notice

    File created: 4/17/2014

Questions and comments to: webmaster@press.princeton.edu
Princeton University Press

New Book E-mails
New In Print
PUP Blog
Videos/Audios
Princeton APPS
Sample Chapters
Subjects
Series
Catalogs
Textbooks
For Reviewers
Class Use
Rights
Permissions
Ordering
Recent Awards
Princeton Shorts
Freshman Reading
PUP Europe
About Us
Contact Us
Links
F.A.Q.
PUP Home


Bookmark and Share
Send me emails
about new books in:
Economics
Finance
More Choices
Email:
Country:
Name: