| Título : |
Time Series Analysis |
| Tipo de documento: |
TEXTO IMPRESO |
| Autores: |
James D. Hamilton |
| Editorial: |
New Jersey : Princeton University Press |
| Fecha de publicación: |
1994 |
| Número de páginas: |
xiv, 799 p. |
| Dimensiones: |
26 cm. |
| ISBN/ISSN/DL: |
978-0-691-04289-3 |
| Idioma : |
Inglés (eng) |
| Clasificación: |
Análisis de regresión ; ANALISIS DE SERIES TEMPORALES
|
| Clasificación: |
519.246.8 Análisis de series temporales o cronológicas. Autocorrelación. Regresión |
| Nota de contenido: |
1. Difference equations - 2. Lag operators - 3. Stationary Arma processes - 4. Forecasting - 5. Maximum likelihood estimation - 6. Spectral analysis - 7. Asymptotic distribution theory - 8. Linear regression models - 9. Linear systems of simultaneous equations - 10. Covariance-stationary vector processes - 11. Vector autoregressions - 12. Bayesian analysis - 13. The kalman filter - 14. Generalized method of moments - 15. Models of nonstationary time series - 16. Processes with deterministic time trends - 17. Univariate processes with unit roots - 18. Unit roots in multivariate time series - 19. Cointegration - 20. Full-information maximum likelihood analysis of cointegrated systems - 21. Time series models of heteroskedasticity - 22. Modeling time series with changes in regime |
| Link: |
http://www.biblioeco.unsa.edu.ar/pmb/opac_css/index.php?lvl=notice_display&id=34 |
| Ubicación : |
519.246.8 H217 |
