Time Series Analysis for the Social Sciences
Автор
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.