---
title: "James D. Hamilton Time Series Analysis"
ean: "9780691042893"
brand: "James D. Hamilton"
category: "Medier > Bøger"
price_min: 519
price_max: 519
currency: DKK
vendor_count: 1
in_stock: true
url: https://pricetracker.dk/p/9780691042893/time-series-analysis
last_checked: 2026-10-15
---

# James D. Hamilton Time Series Analysis

EAN 9780691042893 · Mærke: James D. Hamilton · Kategori: Medier > Bøger

Sammenlign priser på James D. Hamilton Time Series Analysis fra 1 forhandler. Billigste pris nu: 519 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9780691042893/time-series-analysis

## Priser
- **Billigste pris nu:** 519 kr hos Saxo DK
- **Prisspænd:** 519 kr – 519 kr på tværs af 1 forhandler

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 519 kr | — |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. Time Series Analysis fills an important need for a textbook that integrates economic theory, econometrics, and new results. The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.

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Priserne er sidst kontrolleret 2026-10-15.