Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)
ISBN-13:
9780521871167
ISBN-10:
0521871166
Author:
Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, Jon C. W. Pevehouse
Publication date:
2014
Publisher:
Cambridge University Press
Format:
Hardcover
292 pages
Category:
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9780521871167
ISBN-10:
0521871166
Author:
Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, Jon C. W. Pevehouse
Publication date:
2014
Publisher:
Cambridge University Press
Format:
Hardcover
292 pages
Category:
Applied
,
Mathematics
Summary
Time Series Analysis for the Social Sciences (Analytical Methods for Social Research) (ISBN-13: 9780521871167 and ISBN-10: 0521871166), written by authors
Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, Jon C. W. Pevehouse, was published by Cambridge University Press in 2014.
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Description
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.
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