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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,
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
In this fascinating book, art historian James Hamilton examines the work and life of the illustrator Arthur Rackham.A fascinating insight into the personality, career and work of one of the world's most collectable illustratorsFilled with enchanting pictures and authoritative textIn this
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods
Injury Time is the first novel from the great sportswriter Duncan Hamilton. It is about accepting the past and living a life in the present, hope and disappointment, success and failure and how close all of those things are in life and in the glory
Angels walk among us, but so do other unearthly beings in this brand new series by #1 New York Times Bestselling author Laurell K. Hamilton. Meet Detective Zaniel Havelock, a man with the special ability to communicate directly with angels. A former trained Angel speaker, he devoted his life to
This special 10th anniversary edition celebrates the New York Times bestselling Expanse series, a modern masterwork of science fiction. Leviathan Wakes introduces Captain James Holden, his crew, and Detective Miller as they unravel a horrifying solar system wide conspiracy that begins with a single
The eleventh book in the Sunday Times-bestselling Inspector McLean series, from one of Scotland's most celebrated crime
A clear and thorough introduction to meta-analysis, the process of synthesizing data from a series of separate studies. The first edition of this text was widely acclaimed for the clarity of the presentation, and quickly established itself as the definitive text in this field. The fully updated
Few New Testament books have been as controversial and misunderstood as the letter of James. Its place in the canon was contested by some early Christians, and the reformer Martin Luther called it an 'epistle of straw.' The sometimes negative view of the letter among modern theologians, however,
As there is a need for careful analysis in a world where threats are growing more complex and serious, you need the tools to ensure that sensible methods are employed and correlated directly to risk. Counter threats such as terrorism, fraud, natural disasters, and information theft with the Fourth
First published in 1963, James Baldwin's The Fire Next Time stabbed at the heart of America's so-called 'Negro problem.' As remarkable for its masterful prose as for its frank and personal account of the black experience in the United States, it is considered one of the most passionate and
A groundbreaking work on how the topic of scale provides an entirely new understanding of Inca material culture Although questions of form and style are fundamental to art history, the issue of scale has been surprisingly neglected. Yet, scale and scaled relationships are essential to the visual
Comprehensive, systematic, and balanced, Systems of Psychotherapy uses a wealth of clinical cases to help readers understand a wide variety of psychotherapies - including psychodynamic, existential, experiential, interpersonal, exposure, behavioral, cognitive, third wave, systemic, multicultural,
Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical
A groovy New York Times bestseller From the bestselling Pete the Cat series, it's a groovy pizza party that you don't want to miss It's a party, a party, a perfect pizza party That's what Pete thinks as he piles the pie high with his favorite topping--pepperoni. But then his friends come over and
An illustrated celebration of the golden age of aircraft, cars and locomotives from 1900 to
** Selected as a Book of the Year in The Times, Sunday Times and Observer **'Compulsively readable - the pages seem to turn themselves' John Carey, Sunday Times 'Brings one of the very greatest [artists] vividly to life' Literary Review Thomas Gainsborough lived as if electricity shot through his
Jamie Grimm has hit the big time in book four of the #1 bestselling I Funny series Jamie Grimm has finally accomplished his dream of proving himself the Planet's Funniest Kid Comic, and the sky's the limit from there. Enter a couple of TV executives with a huge plan for Jamie: a new show about