Time series analysis

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Bibliographic Details
Main Author: Hamilton, James Douglas
Other Authors: Hamilton, James D
Format: Book
Language:Undetermined
English
Published: Princeton University Press 1994
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Table of Contents:
  • Preface -- Difference Equations -- Lag Operators -- Stationary ARMA Processes -- Forecasting -- Maximum Likelihood Estimation -- Spectral Analysis -- Asymptotic Distribution Theory -- Linear Regression Models -- Linear Systems of Simultaneous Equations --