Time series analysis/ (Record no. 152766)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 00354nam a2200133Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780691042893 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 |
| Item number | HAM/T |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hamilton, James D. |
| 245 #0 - TITLE STATEMENT | |
| Title | Time series analysis/ |
| Statement of responsibility, etc. | James D. Hamilton |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Princeton: |
| Name of publisher, distributor, etc. | Priceton University Press, |
| Date of publication, distribution, etc. | 1994. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 799 p. : |
| Other physical details | ill. ; |
| Dimensions | 26 cm. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Difference equations --<br/>Lag operators --<br/>Stationary ARMA processes --<br/>Forecasting --<br/>Maximum likelihood estimation --<br/>Spectral analysis --<br/>Asymptotic distribution theory --<br/>Linear regression models --<br/>Linear systems of simultaneous equations --<br/>Covariance-stationary vector processes --<br/>Vector autoregressions --<br/>Bayesian analysis --<br/>The Kalman filter --<br/>Generalized method of moments --<br/>Models of sonstationary time series --<br/>Processes with deterministic time trends --<br/>Univariate processes with unit roots --<br/>Unit roots in multivariate time series --<br/>Cointegration --<br/>Full-information maximum likelihood analysis of cointegrated systems --<br/>Time series models of heteroskedasticity --<br/>Modeling time series with changes in regime. |
| 650 ## - SUBJECT | |
| Keyword | Statistical analysis |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 28/08/2016 | 519.55 HAM/T | P07547 | 28/08/2016 | General Books |