Applied Time Series Analysis for the Social Sciences

Free Download Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference
English | 2026 | ISBN: 0470749938 | 348 Pages | EPUB | 6 MB
Applied Time Series Analysis for the Social Sciences: Specification, Estimation, and Inference delivers an accessible guide to time series analysis that includes both theory and practice. The coverage spans developments from ARIMA intervention models and generalized least squares to the London School of Economics (LSE) approach and vector autoregression. Designed to break difficult concepts into manageable pieces while offering plenty of examples and exercises, the author demonstrates the use of lag operator algebra throughout to provide a better understanding of dynamic specification and the connections between model specifications that appear to be more different than they are.