{"product_id":"time-series-analysis-9780691042893","title":"Time Series Analysis","description":"\u003cp\u003e\u003cb\u003eAn authoritative, self-contained overview of time series analysis for students and researchers\u003c\/b\u003e \u003c\/p\u003e\u003cp\u003e\u003c\/p\u003eThe past decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This textbook synthesizes these advances and makes them accessible to first-year graduate students. James Hamilton provides comprehensive treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems--including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter--in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. \u003ci\u003eTime Series Analysis\u003c\/i\u003e fills an important need for a textbook that integrates economic theory, econometrics, and new results. \u003cp\u003e\u003c\/p\u003eThis invaluable book starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eJames D. Hamilton\u003c\/b\u003e is professor of economics at the University of California, San Diego.\u003cbr\u003e","brand":"Princeton University Press","offers":[{"title":"Default Title","offer_id":50327130964242,"sku":"9780691042893","price":135.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0831\/4771\/8930\/files\/img_b005a385-1cab-4e3b-9e99-60594689a21a.jpg?v=1727710316","url":"https:\/\/surprise-castle.myshopify.com\/products\/time-series-analysis-9780691042893","provider":"Surprise Castle","version":"1.0","type":"link"}