عنوان

Time series analysis for the social sciences /

(Number (ISBN

0521691559

(Number (ISBN

0521871166

(Number (ISBN

9780521691550

(Number (ISBN

9780521871167

Title Proper

Time series analysis for the social sciences /

General Material Designation

[Book]

First Statement of Responsibility

Janet M. Box-Steffensmeier, the Ohio State University, John R. Freeman, University of Minnesota, Matthew P. Hitt, Louisiana State University, Jon C.W. Pevehouse, University of Wisconsin, Madison.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Cambridge University Press,

Date of Publication, Distribution, etc.

[2014]

Specific Material Designation and Extent of Item

xv, 280 pages :

Other Physical Details

illustrations ;

Dimensions

23 cm.

Series Title

Analytical methods for social research

Text of Note

Includes bibliographical references and index.

Text of Note

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.

0

Text of Note

"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"--

Time-series analysis-- Mathematical models.

Time-series analysis.

Matematisk statistik.

POLITICAL SCIENCE-- General.

Prévision économique-- Modèles mathématiques.

Samhällsvetenskap.

Sciences sociales-- Méthodes statistiques.

Séries chronologiques.

Sozialwissenschaften.

Statistik.

Statistik.

Tidsserieanalys.

Time-series analysis-- Mathematical models.

Time-series analysis.

Zeitreihenanalyse.

Number

Edition

Class number

Book number

Class number

System Code

Box-Steffensmeier, Janet M.,1965-

Date of Transaction

20200822120423.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y