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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 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.

519.246 --- Time-series analysis --- modeles economiques --- AA / International- internationaal --- 303.0 --- 304.0 --- 306.5 --- 519.55 --- Analysis of time series --- Autocorrelation (Statistics) --- Harmonic analysis --- Mathematical statistics --- Probabilities --- Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- economische modellen --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken). --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen. --- Statistische analyse (methodologie). --- 519.246 Statistics of stochastic processes. Estimation of stochastic processes. Hypothesis testing. Statistics of point processes. Time series analysis. Auto-correlation. Regression --- Time-series analysis. --- Statistische technieken in econometrie. Wiskundige statistiek (algemene werken en handboeken) --- Zuivere statistische analyse (algemene naslagwerken). Tijdreeksen --- Statistische analyse (methodologie) --- Stochastic processes --- Statistical science --- Série chronologique --- Absolute summability. --- Autocovariance. --- Bartlett kernel. --- Block exogeneity. --- Cointegrating vector. --- Consumption spending. --- Cospectrum. --- Dickey-Fuller test. --- EM algorithm. --- Exchange rates. --- Filters. --- Fundamental innovation. --- Gamma distribution. --- Global identification. --- Gross national product. --- Hessian matrix. --- Inequality constraints. --- Invertibility. --- Jacobian matrix. --- Joint density. --- Khinchine's theorem. --- Kronecker product. --- Lagrange multiplier. --- Loss function. --- Mean-value theorem. --- Mixingales. --- Monte Carlo method. --- Newton-Raphson. --- Order in probability. --- Orthogonal. --- Permanent income. --- Quadrature spectrum. --- Recessions. --- Reduced form. --- Sample periodogram. --- Stock prices. --- Taylor series. --- Vech operator. --- Time series analysis

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The work provides a clear and yet a thought provoking understanding of the dynamics and challenges of Central Asia and the Caucasus. It aims to raise awareness of the important opportunities and risks which the region faces and represents. However, this book is not only about Central Asia and the Caucasus and its role in Eurasia, it is also written for readers in that region. The book consists of papers that originally served as background documents for a conference of experts and leaders from the region. The goal of the conference was to find practical ways to enhance sustainable growth and w

Geopolitics --- World politics. --- Colonialism --- Global politics --- International politics --- Political history --- Political science --- World history --- Eastern question --- International organization --- International relations --- World politics --- Asia, Central --- Caucasus --- Caucasia --- Caucasus Mountains --- Caucasus Region --- Kavkaz --- Central Asia --- Soviet Central Asia --- Tūrān --- Turkestan --- West Turkestan --- Asia --- Foreign economic relations. --- E-books --- Marketing --- Marketing research --- 301 --- 306.5 --- 339.320 --- 380.52 --- AA / International- internationaal --- Market research --- Markets --- Research --- Research, Industrial --- Consumer goods --- Domestic marketing --- Retail marketing --- Retail trade --- Industrial management --- Aftermarkets --- Selling --- Techniek van statistische inlichtingen. Organisatie van de statistische enquêtes. Statistische kritiek --- Statistische analyse (methodologie) --- Consumptie: algemeenheden. Wet van de vraag in verband met de consumptie. Consumptiebehoefte. Behoeftetheorie --- Interventie van de overheid in de handel --- Malhotra, Naresh K. --- Foreign economic relations --- Geopolitics - Asia, Central --- Geopolitics - Caucasus --- Asia, Central - Foreign economic relations --- Caucasus - Foreign economic relations