Name: Time Series Analysis
ISBN: 9780691042893

作者: James Douglas Hamilton
出版社: Princeton University Press
出版年: 1994-1-31
页数: 820
定价: USD 130.00
装帧: Hardcover
ISBN: 9780691042893

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9.1

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内容简介 · · · · · ·

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 econ...

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作者简介 · · · · · ·

时间序列分析

社科

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短评 · · · · · · ( 全部 31 条 )

Time Series Analysis的书评 · · · · · · ( 全部 5 条 )

热门最新好友只看本版本的评论

混路的阿鹏哥 2010-10-14 15:57:13

关于这本教材

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... (展开)

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文喆 2015-08-31 21:15:45

读哈密尔顿记/A Journey of Reading Hamilton

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... (展开)

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