Times series analysis / James D. Hamilton.
Record details
- ISBN: 9780691042893 (cloth)
- ISBN: 0691042896 (cloth)
- Physical Description: xiv, 799 páginas : ilustraciones ; 26 cm.
- Publisher: Princeton, New Jersey : Princeton University Press, [1994].
- Copyright: c1994.
Content descriptions
| General Note: | Incluye índice. |
| Immediate Source of Acquisition Note: | IPICYT ; Compra/R.2991 ; 2014. |
| Language Note: | En inglés. |
Search for related items by subject
| Subject: | Análisis de series de tiempo. |
Available copies
- 1 of 1 copy available at IPICYT.
Holds
- 0 current holds with 1 total copy.
Show Only Available Copies
| Location | Call Number / Copy Notes | Barcode | Shelving Location | Status | Due Date |
|---|---|---|---|---|---|
| Biblioteca Ipicyt | QA280H3 T5 1994 | LCI00793 | Coleccion General | Available | - |
| Difference equations -- | ||
| Lag operators -- | ||
| Stationary ARMA processes -- | ||
| Forecasting -- | ||
| Maximum likelihood estimation -- | ||
| Spectral analysis -- | ||
| Asymptotic distribution theory -- | ||
| Linear regression models -- | ||
| Linear systems of simultaneous equations -- | ||
| Covariance-stationary vector processes -- | ||
| Vector autoregressions -- | ||
| Bayesian analysis -- | ||
| The Kalman filter -- | ||
| Generalized method of moments -- | ||
| Models of sonstationary time series -- | ||
| Processes with deterministic time trends -- | ||
| Univariate processes with unit roots -- | ||
| Unit roots in multivariate time series -- | ||
| Cointegration -- | ||
| Full-information maximum likelihood analysis of cointegrated systems -- | ||
| Time series models of heteroskedasticity -- | ||
| Modeling time series with changes in regime. |
