Time series analysis for the social sciences / Janet M. Box-Steffensmeier ... [et al.]
- 作者： Box-Steffensmeier, Janet M. 1965-
- 出版： New York : Cambridge University Press 2014
- 叢書名： Analytical methods for social research
- 主題： Time-series analysis. , Time-series analysis--Mathematical models.
- ISBN： 9780521691550 (pbk.) :: US$34.99 、 0521691559 (pbk.) 、 9780521871167 (hbk.) 、 0521871166 (hbk.)
- 一般註：Includes bibliographical references and index
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讀者標籤：
- 系統號： 005219171 | 機讀編目格式
館藏資訊
Time-series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time-series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time-Series Analysis for Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time-series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse, and Matthew P. Hitt cover a wide range of topics including ARIMA models, time-series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy.
摘要註
"Time-series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time-series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time-Series Analysis for Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time-series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse, and Matthew P. Hitt cover a wide range of topics including ARIMA models, time-series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy"--Provided by publisher
內容註
1. Modeling social dynamics -- 2. Univariate time-series models -- 3. Dynamic regression models -- 4. Modeling the dynamics of social systems -- 5. Univariate, nonstationary processes: tests and modeling -- 6. Cointegration and error correction models -- 7. Selections on time series analysis -- 8. Concluding thoughts for the time series analyst