Time Series Analysis pdf epub mobi txt 电子书 下载 2026
- 时间序列
- econometrics
- 经济学
- 数学
- 计量经济学
- TimeSeries
- time-series
- 统计学
- 时间序列
- 数据分析
- 统计学
- 预测模型
- 数学建模
- 机器学习
- 数据科学
- 时间序列预测
- 回归分析
- 频域分析
具体描述
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.
作者简介
时间序列分析
社科
目录信息
读后感
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...
评分这么经典的书，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！！...
评分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...
评分不是搞计量的，随便写两句吧。大砖头适合锻炼。本科生时老师总喜欢吓唬我们这本书有多么多么高深，“全是数学”，自己读了研究生才知道内容一点不难。这本书已经快20岁了，早已不是前沿。如果纯为应用的话，学一遍，知道大概是怎么回事就行了，所有的估计量都可以在计量软件里...
评分不是搞计量的，随便写两句吧。大砖头适合锻炼。本科生时老师总喜欢吓唬我们这本书有多么多么高深，“全是数学”，自己读了研究生才知道内容一点不难。这本书已经快20岁了，早已不是前沿。如果纯为应用的话，学一遍，知道大概是怎么回事就行了，所有的估计量都可以在计量软件里...
用户评价
经典之作。参考了少少理论。
评分经典版本啊！
评分真不能当教材用的....
评分Time-Series comprehensive book
评分经典之作。参考了少少理论。
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