Time Series Analysis for the Social Sciences - Box-Steffensmeier, Janet M. (Ohio State University); Freeman, John R. (University of Minnesota); Hitt, Matthew P. (Louisiana State University)
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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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Produktbeschreibung
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.
Autorenporträt
Janet M. Box-Steffensmeier is Vernal Riffe Professor of Political Science and Professor of Sociology at Ohio State University (courtesy), where she is a University Distinguished Scholar and directs the Program in Statistics and Methodology (PRISM). Box-Steffensmeier served as president of the Midwest Political Science Association and the Political Methodology Society and as treasurer of the American Political Science Association. She has twice received the Gosnell Prize for the best work in political methodology, and she received the Emerging Scholar Award from the Elections, Public Opinion, and Voting Behavior Subsection of the American Political Science Association. She was an inaugural Fellow of the Society for Political Methodology. The Box-Steffensmeier Graduate Student Award, given annually by the Interuniversity Consortium for Political and Social Research (ICPSR), is named after her in recognition of her contributions in political methodology and her support of women in this field.