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TIME SERIES ANALYSIS FOR THE SOCIAL SCIENCES

TIME SERIES ANALYSIS FOR THE SOCIAL SCIENCES
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TIME SERIES ANALYSIS FOR THE SOCIAL SCIENCES

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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