TY  - BOOK
AU  - Hamilton, James D.
TI  - Time series analysis
SN  - 9780691042893
U1  - 519.55 
PY  - 1994///
CY  - Princeton
PB  - Priceton University Press
KW  - Statistical analysis
N1  - Difference equations --
Lag operators --
Stationary ARMA processes --
Forecasting --
Maximum likelihood estimation --
Spectral analysis --
Asymptotic distribution theory --
Linear regression models --
Linear systems of simultaneous equations --
Covariance-stationary vector processes --
Vector autoregressions --
Bayesian analysis --
The Kalman filter --
Generalized method of moments --
Models of sonstationary time series --
Processes with deterministic time trends --
Univariate processes with unit roots --
Unit roots in multivariate time series --
Cointegration --
Full-information maximum likelihood analysis of cointegrated systems --
Time series models of heteroskedasticity --
Modeling time series with changes in regime
ER  -