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- catalog contributor b4770933.
- catalog created "c1994.".
- catalog date "1994".
- catalog date "c1994.".
- catalog dateCopyrighted "c1994.".
- catalog description "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 nonstationary 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.".
- catalog description "Includes bibliographical references and indexes.".
- catalog extent "xiv, 799 p. :".
- catalog identifier "0691042896 (acid-free paper)".
- catalog issued "1994".
- catalog issued "c1994.".
- catalog language "eng".
- catalog publisher "Princeton, N.J. : Princeton University Press,".
- catalog subject "519.5/5 20".
- catalog subject "QA280 .H264 1994".
- catalog subject "Statistical analysis".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "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 nonstationary 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.".
- catalog title "Time series analysis / James D. Hamilton.".
- catalog type "text".