Time Series Analysis 豆 9.1分

资源最后更新于 2020-09-05 22:01:24

作者：James Douglas Hamilton

出版社：Princeton University Press

出版日期：1994-01

ISBN：9780691042893

文件格式： pdf

标签： 时间序列 econometrics 经济学 数学 计量经济学 TimeSeries time-series 统计学

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...