Time Series Analysis by Hamilton

micromass · 2013-08-08T23:56:21+00:00

Author: James Douglas Hamilton Title: Time Series Analysis Amazon Link: https://www.amazon.com/dp/0691042896/?tag=pfamazon01-20

For those who have used this book

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micromass

Last edited by a moderator: May 6, 2017

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meanrev

Never used Hamilton, but Tsay is good and seems pretty standard.