Kategooriad
Kategooriad
Kohaletoimetamine on tasuta!
Galerii
Time Series Analysis for the Social Sciences
Autor
John R. Freeman (University Of Minnesota)
,Matthew P. Hitt (Louisiana State University)
,Jon C. W. Pevehouse (University Of Wisconsin, Madison)
,Janet M. Box-Steffensmeier (Ohio State University)
Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.
