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    Time Series Analysis by James Douglas Hamilton [repost]

    Posted By: Alexpal
    Time Series Analysis by  James Douglas Hamilton [repost]

    Time Series Analysis by James Douglas Hamilton (Author)
    Publisher: Princeton University Press (January 11, 1994) | ISBN-10: 0691042896 | PDF | 25 Mb | 820 pages

    A carefully prepared and well written book. . . . Without doubt, it can be recommended as a very valuable encyclopedia and textbook for a reader who is looking for a mainly theoretical textbook which combines traditional time series analysis with a review of recent research areas.