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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,
Produkt Time Series Analysis (Hamilton James Douglas)(Pevná vazba) označuje EAN kód 9780691042893.
Kategorie | Knihy |
EAN | 9780691042893 |
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
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
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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
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
The eleventh book in the Sunday Times-bestselling Inspector McLean series, from one of Scotland's most celebrated crime
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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
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
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
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