Time series analysis / (Record no. 88217)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01833nam a2200229Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20221111232854.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100324s9999 xx 000 0 und d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780691042893 |
| Terms of availability | (hbk.) |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | Krea |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 HAM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hamilton, James Douglas |
| 245 ## - TITLE STATEMENT | |
| Title | Time series analysis / |
| Statement of responsibility, etc. | James Douglas Hamilton |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 1994 |
| Name of publisher, distributor, etc. | Princeton University |
| Place of publication, distribution, etc. | New Jersey |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv+799 p. |
| Dimensions | 25cm. |
| 500 ## - GENERAL NOTE | |
| General note | Segment<br/>Inv # 13-12-04 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 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. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. The book is intended to provide students and researchers with a self-contained survey of time series analysis. It 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 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Time series |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 4 | 3 | 519.55 HAM | 27793 | 30/01/2018 | 02/08/2017 | 22/06/2019 | Books |