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Time Series Analysis for the Social Sciences
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Time Series Analysis for the Social Sciences Paperback - 2014

by Janet M. Box-Steffensmeier; John R. Freeman; Matthew P. Hitt


From the publisher

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.

Details

  • Title Time Series Analysis for the Social Sciences
  • Author Janet M. Box-Steffensmeier; John R. Freeman; Matthew P. Hitt
  • Binding Paperback
  • Edition Paperback
  • Pages 298
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Date 2014-12-22
  • Illustrated Yes
  • ISBN 9780521691550 / 0521691559
  • Weight 0.85 lbs (0.39 kg)
  • Dimensions 8.9 x 6 x 0.9 in (22.61 x 15.24 x 2.29 cm)
  • Themes
    • Aspects (Academic): Sociological
  • Library of Congress subjects Time-series analysis, Time-series analysis - Mathematical models
  • Library of Congress Catalog Number 2014010088
  • Dewey Decimal Code 300.151
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Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)
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Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)

by Box-Steffensmeier, Janet M.; Freeman, John R.; Hitt, Matthew P.; Pevehouse, Jon C. W.

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Paperback / softback. New. 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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Time Series Analysis for the Social Sciences
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Time Series Analysis for the Social Sciences

by Box-Steffensmeier, Janet M./ Freeman, John R./ Pevehouse, Jon C. W./ Hitt, Matthew Perry

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Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)
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Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)

by Box-Steffensmeier, Janet M.; Freeman, John R.; Hitt, Matthew P.; Pevehouse, Jon C. W

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Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)
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Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)

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Time Series Analysis for the Social Sciences

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