Prob/Stats Time Series Analysis by Hamilton

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James Douglas Hamilton's "Time Series Analysis" is a highly regarded resource in the field, often recommended for its comprehensive coverage. While some users have not personally utilized Hamilton's work, they suggest that other authors like Tsay are also reliable and standard references for time series analysis. The discussion highlights the importance of selecting authoritative texts for understanding complex statistical methods. Overall, Hamilton's book is positioned as a significant contribution to the study of time series analysis. It is essential for those looking to deepen their knowledge in this area.

For those who have used this book

  • Lightly Recommend

    Votes: 0 0.0%
  • Lightly don't Recommend

    Votes: 0 0.0%
  • Strongly don't Recommend

    Votes: 0 0.0%

  • Total voters
    1
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Never used Hamilton, but Tsay is good and seems pretty standard.
 
Many years ago, as the internet was coming of age, I burned over 500 pounds of technical manuals. I realized I can look things up on the internet faster than I can find something in a technical manual. And just about anything I might need could be found online. But letting go of my several shelves worth of college text and other science books is another matter. I can't bring myself to get rid of them but there is very little if anything I can't find online now. Books are heavy and a pain...

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