Name: Time Series Analysis for the Social Sciences - Box-Steffensmeier, Janet M. (Ohio State University), Freeman, John R. (University of Minnesota), Hitt, Matthew P. (Louisiana State University), Pevehouse, Jon C. W. (University of Wisconsin
Price: 100.6 EUR
Author: Box-Steffensmeier, Janet M. (Ohio State University), Freeman, John R. (University of Minnesota), Hitt, Matthew P. (Louisiana State University), Pevehouse, Jon C. W. (University of Wisconsin
ISBN: 9780521871167

Time Series Analysis for the Social Sciences

Box-Steffensmeier, Janet M. (Ohio State University), Freeman, John R. (University of Minnesota), Hitt, Matthew P. (Louisiana State University), Pevehouse, Jon C. W. (University of Wisconsin

Description

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.

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Writer: Box-Steffensmeier, Janet M. (Ohio State University), Freeman, John R. (University of Minnesota), Hitt, Matthew P. (Louisiana State University), Pevehouse, Jon C. W. (University of Wisconsin
Title: Time Series Analysis for the Social Sciences
Publisher: Cambridge University Press

Year: 2014
Language: English
Pages: 292
Weight: 499 gr

EAN: 9780521871167
Dimensions: 229 x 152 x 20 mm
Binding format: Gebonden

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Time Series Analysis for the Social Sciences

Box-Steffensmeier, Janet M. (Ohio State University), Freeman, John R. (University of Minnesota), Hitt, Matthew P. (Louisiana State University), Pevehouse, Jon C. W. (University of Wisconsin

Description

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