{"product_id":"9780691042893","title":"Time Series Analysis by James D. Hamilton","description":"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.\u003cbr\u003eBinding: Hardback","brand":"Gardners","offers":[{"title":"Default Title","offer_id":56292882415989,"sku":"9780691042893","price":70.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0612\/7193\/3106\/files\/9780691042893.jpg?v=1762752937","url":"https:\/\/backstory.london\/products\/9780691042893","provider":"Backstory","version":"1.0","type":"link"}