000			00354nam a2200133Ia 4500
999			_c152766 _d152766
020			_a9780691042893
040			_cCUS
082			_a519.55 _bHAM/T
100			_aHamilton, James D.
245		0	_aTime series analysis/ _cJames D. Hamilton
260			_aPrinceton: _bPriceton University Press, _c1994.
300			_axiv, 799 p. : _bill. ; _c26 cm.
505			_aDifference equations -- Lag operators -- Stationary ARMA processes -- Forecasting -- Maximum likelihood estimation -- Spectral analysis -- Asymptotic distribution theory -- Linear regression models -- Linear systems of simultaneous equations -- Covariance-stationary vector processes -- Vector autoregressions -- Bayesian analysis -- The Kalman filter -- Generalized method of moments -- Models of sonstationary time series -- Processes with deterministic time trends -- Univariate processes with unit roots -- Unit roots in multivariate time series -- Cointegration -- Full-information maximum likelihood analysis of cointegrated systems -- Time series models of heteroskedasticity -- Modeling time series with changes in regime.
650			_aStatistical analysis
942			_cWB16