Time Series Analysis

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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 fi ...Continua
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Ha scritto il 01/05/08
220D required text. Kalman Filter is the only thing that I recall... Jimmy D. is a quite intense guy. Some parts of the book on sequences and series were used in the intro Marco course of grad school. My memory is really blurry at this point. ...Continua

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