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Time Series Analysis for the Social Sciences

By: Janet M. (Ohio State University) Box-Steffensmeier (Author) , John R. (University of Minnesota) Freeman (Author) , Matthew P. (Louisiana State University) Hitt (Author)

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Ksh 15,100.00

Format: Hardback or Cased Book

ISBN-13: 9780521871167

Publisher: Cambridge University Press

Publication Date: Dec 22nd, 2014

Weight: 520 grams

Dimension: 23.60 x 15.60 x 2.10 cms

Category: Social research & statistics

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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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