Time Series Analysis

Regulārā cena €72,00
5 noliktavā, gatavs nosūtīšanai

James D. Hamilton

816 psl.

1994 m.

Kietas viršelis

Svītrkods: 9780691042893

A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.