Time Series Analysis 在線電子書 圖書標籤: 時間序列 econometrics 經濟學 數學 計量經濟學 TimeSeries time-series 統計學
發表於2025-03-25
Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025
可能因為是給博士生用的教材,有點深,很多數學知識點需要溫習。
評分沒想到這個領域或者說這本書的側重點居然是金融方嚮的工具... 不過感覺就是在lag operation基礎上做各種regression... 加上一些error estimate的思路... 另外Appendix A的Mathematical Review部分倒是可以當個速查手冊或者快速復習的內容.,包含瞭常見的工具介紹...
評分可惜瞭後麵因為實習沒學完
評分關於時間序列很好的一本入門教材,雖然內容有些老瞭。
評分還是宏觀經濟學傢寫的。。。
時間序列分析
社科
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.
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!!...
評分在计量经济学界里,这本无疑是一本优秀的入门教材(时间序列方面)。 说下它的不足吧: 第六章多余,既不承上,也不启下,平稳时序的谱分析及谱表达,书中虽有部分涉及,可读完后根本知道有何用。 第十二章多余,时序分析的Bayesian视角已经可以写一本书了。 第十三章不足,Kal...
評分在计量经济学界里,这本无疑是一本优秀的入门教材(时间序列方面)。 说下它的不足吧: 第六章多余,既不承上,也不启下,平稳时序的谱分析及谱表达,书中虽有部分涉及,可读完后根本知道有何用。 第十二章多余,时序分析的Bayesian视角已经可以写一本书了。 第十三章不足,Kal...
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...
Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025