Time Series Analysis @ richardeward.com

Time Series Analysis
by James Douglas Hamilton
from Princeton University Press

Customer Reviews:

• Avg. Customer Rating: 4.0 / 5.0

• Excellent Book
  Its an excellent book to study advanced time series and for theoretical understanding of Time series. A must read at the graduate level.
  Thanks Mr. Hamilton for writing such an excellent book

• time series for econometricians especially
  This is a large text in time series analysis that is designed for graduate students as the author acknowledges in his preface. It deals primarily with the theory and the tools rather than providing practical applications. It does not require a Ph.D. but does require a fair amount of mathematical sophistication that comes from advanced courses in probability and statistics. There are many good books at this level. This one has some unique features. It covers the traditional ARIMA models that can be found in... more info

• Well, it's the same thickness as a Bible.
  I purchased "Time Series Analysis" after reading that this was the time series "Bible". This book is certainly as long as a Bible, yet, paradoxically, it doesn't seem to contain very much useful information. Every time I look something up in it, its not there.
  This book is almost 800 pages long and contains chapters on all of the main areas of time series analysis, including stationary ARMA models, VAR models, ARCH models, cointegration, etc. Hamilton gives all of the relevant proofs and algebra... more info

• Excellent book in time series
  I don't think there is another book out ther that would outperform this book in time series econometrics. A must have if you are a graduate student in economics.

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