Time series analysis/ James D. Hamilton
Material type: TextPublication details: Princeton: Priceton University Press, 1994Description: xiv, 799 p. : ill. ; 26 cmISBN: 9780691042893Subject(s): Statistical analysisDDC classification: 519.55Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
General Books | Central Library, Sikkim University General Book Section | 519.55 HAM/T (Browse shelf(Opens below)) | Available | P07547 |
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.
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