Time Series Analysis for the Social Sciences
Book Details
Format
Hardback or Cased Book
Book Series
Analytical Methods for Social Research
ISBN-10
0521871166
ISBN-13
9780521871167
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 22nd, 2014
Print length
292 Pages
Weight
520 grams
Dimensions
23.60 x 15.60 x 2.10 cms
Product Classification:
Social research & statisticsProbability & statisticsApplied mathematics
Ksh 14,050.00
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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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