Minggu, 30 November 2014

> Download PDF Spectral Analysis for Physical Applications, by Donald B. Percival, Andrew T. Walden

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Spectral Analysis for Physical Applications, by Donald B. Percival, Andrew T. Walden

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This book is an up-to-date introduction to univariate spectral analysis aimed at graduate students, which reflects a new scientific awareness of spectral complexity, as well as the widespread use of spectral analysis on digital computers with considerable computational power. The text provides theoretical and computational guidance on the available techniques, emphasizing those that work in practice. It gives equal weight to both algorithms and statistical theory and is valuable for the many examples it gives showing the application of spectral analysis to real data sets. The book is unique in placing special emphasis on the multitaper technique, which can successfully handle spectra with intricate structure and data with or without spectral lines. The text contains a large number of exercises.

  • Sales Rank: #506594 in Books
  • Brand: Brand: Cambridge University Press
  • Published on: 1993-06-25
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x 1.38" w x 5.98" l, 1.95 pounds
  • Binding: Paperback
  • 612 pages
Features
  • Used Book in Good Condition

Review
"...this is a beautifully crafted book, which can be read at several levels. The beginner can concentrate on principles, study the algorithms and the numerical examples, and then begin to use the Common USP code obtainable through electronic-mail. The experienced reader can proceed to study the more advanced material that the authors have isolated in 'Comments and Extensions' to appropriate sections presenting more general material. This presentation style works very well indeed, because it has enabled the authors to produce a volume that is both elementary and advanced....This is an outstanding volume, one that ought to be on the bookshelves of students as well as those of experienced practitioners of this arcane art." Sven Treitel, American Scientist

"...provides a very thorough and modern introduction to spectral analysis of univariate time series with an emphasis on the multitaper method. This book would serve well as a textbook for an introduction to spectral analysis for advanced undergraduate or graduate students, even without mentioning multitaper methods. I also recommend it as a reference book for anyone interested in the field, and it certainly belongs in a university library." Dennis D. Cox, Technometrics

"This is a great book for any one who uses or wants to learn to use spectral analysis....The authors take an applied approach, not a watered down approach....the suthors supply the reader with ample references to the more theoretical details. The authors take you, step-by-step, through the entire wonderland of the spectral analysis of time series....they give philosophical as well as practical advice." Journal of the American Statistical Association

Most helpful customer reviews

5 of 12 people found the following review helpful.
Excellent exposition of modern power spectrum ananysis
By Jeffrey Scargle
A splendid overview of modern power spectrum analysis, with an emphasis on multitaper methods. Perfect for any scientist or engineer who deals with time series data.

See all 1 customer reviews...

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Kamis, 27 November 2014

* PDF Ebook The Language of Art History (Cambridge Studies in Philosophy and the Arts)From Brand: Cambridge University Press

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The first volume in the series Cambridge Studies in Philosophy and the Arts offers a range of responses by distinguished philosophers and art historians to some crucial issues generated by the relationship between the art object and language in art history. Each of the chapters in this volume is a searching response to theoretical and practical questions in terms accessible to readers of all human science disciplines. The editors, one a philosopher and one an art historian, provide an introductory chapter which outlines the themes of the volume and explicates the terms in which they are discussed. The contributors open new avenues of enquiry involving concepts of 'presence', 'projective properties', visual conventions and syntax, and the appropriateness of figurative language in accounting for visual art. The issues they discuss will challenge the boundaries to thought that some contemporary theorising sustains.

  • Sales Rank: #2897313 in Books
  • Brand: Brand: Cambridge University Press
  • Published on: 1992-09-25
  • Released on: 1992-10-08
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x .59" w x 5.98" l, .82 pounds
  • Binding: Paperback
  • 256 pages
Features
  • Used Book in Good Condition

Review
"...remarkably timely....Timeliness, exemplarity, and range, then, are the strengths of this collection devoted to issues raised by the operations of language in and about the visual arts." Journal of Aesthetics and Art Criticism

"Undoubtedly, this collection of essays offers many valuable points in the current dialogue on the atrabilious state of contemporary aesthetics, scores of estimable insights into criticism of art criticism, various brilliant syntatical formulations and poetic flashes, and yes, even occasional near-glimpses of 'art-historical light at the end of the tunnel.'" Art Journal

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0 of 1 people found the following review helpful.
Five Stars
By Customer
excellent!

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Rabu, 26 November 2014

# Ebook Schizotypal PersonalityFrom Brand: Cambridge University Press

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This book is devoted to examining schizotypal personality and provides a comprehensive overview of our current knowledge. It includes reviews of genetics, neurodevelopment, assessment, psychophysiology, neuropsychology, and brain imaging. Central themes are the exploration of categorical and dimensional approaches to the understanding of schizotypal disorder and its relationship to schizophrenia, by some of the world's leading researchers. Valuable introductory and concluding chapters set in context the sometimes divergent opinions and findings presented by the book's contributors, and there are reviews of methodological issues and assessment schedules for the benefit of researchers in the field. In setting out to answer, from phenomenological, psychological and neurobiological perspectives, the fundamental question of what schizotypal disorder is and to develop coherent etiological models, this book will serve as an authoritative resource for clinicians and researchers interested in this major personality disorder.

  • Sales Rank: #2976689 in Books
  • Brand: Brand: Cambridge University Press
  • Published on: 1995-09-29
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x 1.30" w x 5.98" l, 1.90 pounds
  • Binding: Hardcover
  • 532 pages
Features
  • Used Book in Good Condition

Review
"...its topic coverage is excellent...and its authors are world-class authorities. Each chapter is well written...the book is very readable, stimulating and recommended reading for any scientist or student who desires a clear introduction to the structure, dimensions, and problems of research in the area as well as a summary of the current state of knowledge." William Scheftner, Doody's Health Sciences Book Review Journal

About the Author
Adrian Raine is University Professor and the Richard Perry Professor of Criminology, Psychiatry, and Psychology at the University of Pennsylvania.

Most helpful customer reviews

4 of 5 people found the following review helpful.
Gregg L. Friedman MD Psychiatrist, Hallandale Beach, FL
By Julie L. Friedman
Schizotypal Personality was a great book which provides an excellent insight into diagnosis and treatment options for schizotypal personality. This a wonderful book which is easy to read even if you are not a psychiatrist. By Gregg L. Friedman MD, Psychiatrist, Hallandale Beach, FL

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Five Stars
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Great and informative book!!

3 of 5 people found the following review helpful.
This book provides more questions than answers.
By George
This book, published in 1995, seems to be the only book published on schizotypal disorder. It highlights how little is known about the disorder and points out the need for much more research.

I was disappointed because I did not find answers to questions.

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Jumat, 21 November 2014

>> Free PDF Intellectual Development in Adulthood: The Seattle Longitudinal Study, by K. Warner Schaie

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K. Warner Schaie, a pioneer in the study of gerontology, has written a monumental work representing his lifetime contribution to the study of aging. The book analyzes the Seattle Longitudinal Study, which Professor Schaie began as a graduate student in the 1950s. Schaie's early work indicated that the popular notion of intelligence was simplistic and that there are many variations in terms of when intelligence peaks and declines, as well as many different factors that affect a person's intelligence. Important practical questions are raised including at what age developmental peaks occur, and what the generational differences and within-generation age changes are. Schaie also considers how to establish sufficient competence for independent living. Intellectual Development in Adulthood should be read by all gerontologists and anyone concerned with aging and development.

  • Sales Rank: #4078282 in Books
  • Published on: 1996-01-26
  • Ingredients: Example Ingredients
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x 1.18" w x 5.98" l,
  • Binding: Hardcover
  • 428 pages

Review
"A classic, the culmination of a long and successful career." Robert J. Sternberg

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Kamis, 20 November 2014

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Scots and Britons: Scottish Political Thought and the Union of 1603From Cambridge University Press

This collection of essays by distinguished scholars from Britain and North America makes a major contribution to the remapping of early modern British political thought. Focusing on the union of the Anglo-Scottish crowns in 1603, it examines the background to and consequences of the creation of a British monarchy from a distinctively Scottish viewpoint, and sheds new light on the collapse of multiple kingship in the mid-seventeenth century and the Scots' participation in the invention of Britain.

  • Sales Rank: #6078925 in Books
  • Published on: 1994-08-26
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x .87" w x 5.98" l, 1.27 pounds
  • Binding: Hardcover
  • 340 pages

Review
"The contribution of 'Scots and Britons' is not limited to scholars of Scottish History but also to those concerned with the intellectual and political climate of the 'British Archipelago' in the late-sixteenth and early-seventeenth century. Our understanding of the union of 1603 has been greatly enhanced by its appearance." John Young, Albion

From the Back Cover
This collection of essays by distinguished scholars from Britain and North America constitutes a major contribution to the process of remapping the history of early modern British political thought. Based on a seminar held at the Folger Institute's Center for the History of British Political Thought, it takes the union of the Anglo-Scottish crowns in 1603 as its principal focus and examines the background to and consequences of the creation of a British monarchy from a distinctively Scottish viewpoint. In the process, it provides a pioneering study of Scottish political thought from the Reformation of 1560 to the Covenanting Revolution of the 1640s, shedding new light on the Scots participation in the invention of Britain and on the collapse of multiple kingship in the mid-seventeenth century.

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In "The Shop in Shadow Street" Tissy dreads the spooky owner, Mr Mumming. Can it really be true that he is a mummy escaped from a tomb? In "The Secret of the Dragon" Max discovers that his great aunt's house holds many surprises - not least of which is the girl in the gazebo.

  • Published on: 1992-08-01
  • Original language: English
  • Number of items: 1
  • Dimensions: 7.87" h x .28" w x 5.20" l,
  • Binding: Paperback
  • 64 pages

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Rabu, 19 November 2014

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Stranded in Germany after the Second World War, 300,000 Holocaust survivors began to rebuild their lives while awaiting emigration. Brought together by their shared persecution, Jewish displaced persons forged a vibrant community, redefining Jewish identity after Auschwitz. Asserting their dignity as Jews, they practiced Jewish rituals, created new families, embraced Zionism, agitated against British policies in Palestine, and tried to force Germans to acknowledge responsibility for wartime crimes. In Holocaust Survivors in Postwar Germany, Margarete Myers Feinstein uses survivor memoirs and interviews, allowing the reader to "hear" the survivors' voices, focusing on the personal aspects of the transition to normalcy. Unlike previous political histories, this study emphasizes Jewish identity and cultural life after the war.

  • Sales Rank: #1418200 in Books
  • Published on: 2009-12-28
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.21" h x 1.06" w x 6.14" l, 1.35 pounds
  • Binding: Hardcover
  • 340 pages

Review
"Margarete Myers Feinstein's Holocaust Survivors in Postwar Germany is a wonderful book. Meticulously researched and well written it tells the compelling story of the immediate post-liberation years in which Holocaust survivors returned to life - to Jewish life in social, political, religious, cultural and above all personal terms. Those years and that experience shaped modern Jewish history and created a Jewish future that flourishes onto our day. Feinstein is even handed in her assessment as she explores Allied policy, the interaction between Germans and Jews in immediate postwar Germany and the attempt to create a Jewish future in Palestine. She shatters the myth that survivors did not speak of their experience in that early years, did not develop memorials and rituals of mourning. She illumines every issue she touches upon from the most intensely personal - the rediscovery of one's body - to the most deeply political -- the attempt by survivors to use their presence in Germany and the Holocaust as leverage to create the Jewish state. Her mastery of this era is complete; her sensitivity admirable. Survivors and historians often organize their narrative into three chapters Before, During and After. Anyone reading Feinstein's work will understand that the immediate postwar years were pivotal and Feinstein offers us unique access to that time and place." -Michael Berenbaum, American Jewish University

"This is a compelling account of everyday life among the Holocaust survivors. Margarete Myers Feinstein presents a rich array of personal narratives and archival sources, and thus provides the Jewish Displaced Persons in postwar Germany with a powerful posthumous voice." -Michael Brenner, University of Munich

"The story of the victims of the Holocaust did not end with liberation. Margarete Myers Feinstein demonstrates how victims became survivors and how survivors took responsibility for their own lives after the tragedy that had befallen them. Their decisions in memorializing the past, living in the present, and preparing for the future played a crucial role in their psychological and physical rehabilitation. This book will serve as an illuminating epilogue to the history of the Holocaust and the first chapter in a new history of the Jews after the catastrophe." -Jay Howard Geller, University of Tulsa

"Margarete Myers Feinstein has written a vivid new chapter in the history of the German Jews and of Jews in Germany. It is the post-Holocaust history of a third of a million Jewish survivors, whose presence on the soil of defeated Gefrmany was heavy with significance both for the traumatized Jews and the morally bankrupt Nazis. Feinstein reconstructs a Jewish rebirth and self-empowerment indiscernible in a previous scholarship that cast the Jewish DPs as pawns in the political strategies of outsiders to their ranks. Her book is an impressive tribute to human beings' powers of collective cultural and social recovery from murderous assault. It demonstrates, too, the enormous strength of Judaism and Jewish identity."' -William Hagen, University of California at Davis

"...Feinstein's book serves as a fascinating point of intersection for deeply entangled memories and narratives." -Alan Rosenfeld, German Studies Review

"This book is well researched, thoughtful, and beautifully written, and it is a welcome addition to Holocause, Jewish, and German studies." -Lynn Rapaport, Amercian Historical Review

About the Author
Margarete Myers Feinstein is Senior Research Scholar at The Center for the Study of the Holocaust, Genocide, and Human Rights at Claremont McKenna College. Interested in questions of identity and legacies of the Nazi regime, her research has focused on postwar German national identity and Jewish displaced persons. She is the author of State Symbols: The Quest for Legitimacy in the Federal Republic of Germany and the German Democratic Republic, 1949-1959 as well as numerous articles.

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1 of 1 people found the following review helpful.
This book is a detailed guide to the life of ...
By Michael Lewyn
This book is a detailed guide to the life of Jewish refugees in Germany's displaced persons (DP) camps; it addresses a variety of issues, from health care to religious life to immigration. The most surprising part of the book was how unprepared the U.S. and U.K. were to handle Jewish refugees.

At first, they thought Jewish and non-Jewish refugees could mix together in the same camps; but since some of the non-Jewish refugees were Nazis or Nazi sympathizers, this didn't work out. Then they thought that the camps would only exist a year or two, because Jews would return to their homes. But many Jews didn't want to stay in Europe after years of being murdered by Europeans. In fact, Jews came from all over eastern Europe to the DP camps, expecting that they would soon be able to move to Israel. Instead, they were stuck in the DP camps for several years; the British (who ran Israel) were not prepared to allow large numbers of Jews there, and the U.S. was not prepared to let large numbers of refugees in either. The logjam did not end until after the birth of the state of Israel in 1948; 60 percent of the refugees then moved there. Not long afterwards, the U.S. loosened its immigration restrictions, and most of the rest moved to the U.S.

1 of 1 people found the following review helpful.
Fascinating book on Holocaust Survivors
By Jan Comsky
Holocaust Survivors in Postwar Germany, 1945-1957 by author Margarete Feinstein is another well-read and well researched book. I liked it better than her first book she wrote. Very illuminating and poignant reading.
I have a vested interest in Holocaust Studies over the past 10 to 15 years, due to my fathers' war letters (written home to his family), on the terrible things he witnessed in the concentration camps during World War II.
Once again, my only criticism is the high price tag of the book. In todays economy it is rather steep.

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Selasa, 18 November 2014

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For lovers of music and poetry the legendary figure of Orpheus probably suggests a romantic ideal. But for the Renaissance he is essentially a political figure. Dealing with plays, poems, songs, and the iconography of musical instruments, Robin Headlam Wells reexamines the myth, central to the Orpheus story, of the civilizing power of music and poetry. In doing so he acknowledges a debt to the New Historicism and its recovery of political meanings that traditional historical scholarship has sometimes been guilty of obscuring. But he is also critical of certain faulty premises in New Historicist criticism that have led to some radical misinterpretations of the period.

  • Sales Rank: #7050287 in Books
  • Brand: Brand: Cambridge University Press
  • Published on: 1994-05-27
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x .75" w x 5.98" l, 1.50 pounds
  • Binding: Hardcover
  • 306 pages
Features
  • Used Book in Good Condition

Review
"Elizabethan Mythologies is a highly intelligent look at the dominant myths that inform the theory and practice of music in the Tudor age." Essays in Theatre

"Seasoned, thoughtful, at times provocative, and inevitably astute, Wells imparts a truly interdiscipinary view of Renaissance thought in this collection of essays." Raphael Falco, Renaissance Quarterly

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Senin, 17 November 2014

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Two-sided matching provides a model of search processes such as those between firms and workers in labor markets or between buyers and sellers in auctions. This book gives a comprehensive account of recent results concerning the game-theoretic analysis of two-sided matching. The focus of the book is on the stability of outcomes, on the incentives that different rules of organization give to agents, and on the constraints that these incentives impose on the ways such markets can be organized. The results for this wide range of related models and matching situations help clarify which conclusions depend on particular modeling assumptions and market conditions, and which are robust over a wide range of conditions.

  • Sales Rank: #683259 in Books
  • Brand: Brand: Cambridge University Press
  • Published on: 1992-06-26
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x .63" w x 5.98" l, .95 pounds
  • Binding: Paperback
  • 280 pages
Features
  • Used Book in Good Condition

Review
"This book chronicles one of the outstanding success stories of the theory of games, a story in which the authors have played a major role: the theory and practice of matching markets....The authors are to be warmly congratulated for this fine piece of work, which is quite unique in the game-theoretic literature." From the Foreword by Robert Aumann

"An expertly guided tour through an unfamiliar and beautiful region of equilibrium theory would be quite enough incentive for most economic theorists to buy and read this book. But perhaps the greatest treat offred is Roth's discovery of a happy coincidence between theory and practical affairs." Journal of Economic Literature

About the Author
Alvin E. Roth, PhD, is the McCaw Professor of Economics at Stanford University and is one of the world s leading experts in the fields of market design and game theory. He was a corecipient of the 2012 Nobel Prize in economics.

Matt Jackson is an author, editor and the president of Summit Studios, a publishing company specializing in books about travel and the outdoors. Matt's first book, "The Canada Chronicles: A Four-year Hitchhiking Odyssey", is a Canadian bestseller and won the IPPY award for best North American travel memoir in 2004.

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4 of 4 people found the following review helpful.
Beyond Gale-Shapley
By Trevor Burnham
This is a tightly focused book for academics interested in game-theoretic models of systems in which people are matched to either a) other people (as in the famous "Marriage Problem" elucidated by Gale and Shapley in their celebrated 1962 paper) or b) organizations (as in many school districts, college room draws and, most famously, several medical residency systems since the 1940s).

The lead author, Al Roth, has impeccable credentials: A Harvard economist, he's prolifically published in this field for more than two decades. In addition to his theoretical work, he's helped the Boston school system to redesign their matching algorithms, and, perhaps most impressively, engineered the New England Program for Kidney Exchange (NEPKE), which allows people to trade kidneys in a way that's both humane and efficient. In just a few years, the small program has saved dozens of lives, and is on track to expand elsewhere. (I had the pleasure of seeing Al Roth speak about this accomplishment.) Although Roth's work is technical in nature, he has never been excessive in his use of mathematical formalism, and that shows in this clear and concise graduate-level book.

NEPKE proves that there are still novel ways in which matching mechanisms can be applied to improve peoples' quality of life. This book offers an accessible entry point for this critical area of study.

6 of 7 people found the following review helpful.
practical and clear and covers material you don't see very o
By SamBK
This book is totally dedicated to matching theory. The book in itself is rather general, it doesn't focus on any particular application, and discusses matching as a general abstract theory. Therefore the book can be used by both micro- and macro people equally. It basically covers the problem of one-to-one and one-to-many matchings and tries to explain when equilibriums exist and if matches are unique or non-unique and comes with algorithms or constructive methods to actually do the matching. The structure of the book is mostly like math books and at each step presents an algorithm or a theorem or lemma that states a result. In most cases the proof comes afterwards. However this doesn't undermine the practicality of the book as you can easily locate the algorithm or theorem that embodies your required result and just use it. In my opinion this is one of those books you want to keep on your shelf and refer to every now and then when need be.

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Jumat, 14 November 2014

** Ebook Celebrations of Death: The Anthropology of Mortuary Ritual, by Peter Metcalf, Richard Huntington

Ebook Celebrations of Death: The Anthropology of Mortuary Ritual, by Peter Metcalf, Richard Huntington

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Celebrations of Death: The Anthropology of Mortuary Ritual, by Peter Metcalf, Richard Huntington

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Celebrations of Death: The Anthropology of Mortuary Ritual, by Peter Metcalf, Richard Huntington

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Celebrations of Death: The Anthropology of Mortuary Ritual, by Peter Metcalf, Richard Huntington

This revised edition of a cross-cultural study of rituals surrounding death has become a standard text in anthropology, sociology, and religion. Part of its fascination and success is that in understanding other people's death rituals we are able to gain a better understanding of our own. Peter Metcalf and Richard Huntington refer to a wide variety of examples from different continents and epochs. They compare the great tombs of the Berawan of Borneo and the pyramids of Egypt, or the dramas of medieval French royal funerals and the burial alive of the Dinka "masters of the spear" in the Sudan, and other burials which at first sight seem to have little in common. Many of these cases are anthropological classics, and the authors use these examples partly in order to illustrate the many different ways in which anthropologists have tried to interpret these rites. A new introduction reviews theoretical developments in the anthropological study of death since the book first appeared in 1979.

  • Sales Rank: #646944 in Books
  • Brand: Brand: Cambridge University Press
  • Published on: 1991-10-25
  • Original language: English
  • Number of items: 1
  • Dimensions: 8.98" h x .59" w x 5.98" l, .77 pounds
  • Binding: Paperback
  • 258 pages
Features
  • Used Book in Good Condition

Review
"...a model of clarity. It can be read by specialist and non-specialist alike..." Journal for the Scientific Study of Religion

"...a readable and fascinating survey that on occasions borders on the brilliant." Choice

From the Back Cover
This revised and updated edition of a cross-cultural study of rituals surrounding death has become a standard text in anthropology, sociology, and religion. Part of its fascination and success-also among a general readership-is that in understanding other people's death rituals we are also able to gain a better understanding of our own.

Most helpful customer reviews

7 of 7 people found the following review helpful.
Oh, Anthropologist
By Grandmother Toad
My problem with this is the same as my problem with 9 out of 10 books written by anthropologists. Firstly, they spend as much time discussing other anthropologists discussions of the subject at hand as they do the subject at hand. I may or may not have read whatever other works they're discussing, making so much time devoted to other authors a bit of a let down for me. If I have read them then I don't need the extensive recap (and it's always extensive). A small one, fine, but this particular book devotes far too much time to it. If I haven't read them, referring to themes and theories without quoting the exact text is useless because I don't know what they're talking about.
And secondly, anthropologists can't write to save their lives. Heavy, obtuse, jargon laden yawners, the lot of them. Not a one of them knows how to be succinct or how to tell a story. A culture, contrary to the way they're written about, is a story. The story of a people. Which you can tell with passion and color without sacrificing objectivity or accuracy.
If the point of observing and recording a culture is to share that culture, preserve it, promote understanding and empathy for it, why would you write about it in language that would render the average reader comatose? And I'm not the average reader! I was an anthropology major! So excessive language is not something I stumble on.
Sadly, the anthropological community at large frowns on their members becoming any kind of popular with the plebeian masses out there. Which is a shame. Because it's those masses that make or break the world with their support, demands, needs and wants. Wouldn't it be nice if they weren't by and large ignorant of other cultures and disrespectful of other ways of life? It won't happen so long as the ones with the tools to share the world with them are busy being incomprehensible.
Take a creative writing class, Anthropologists. Please. Just a tiny one. For me.

4 of 4 people found the following review helpful.
Groundbreaking ethnographies
By Raven Digitalis
This is by far the most enjoyable and fascinating comparative case-studies I've read concerning treatment of the dead in Southeast Asia. I suggest this book to anyone wishing to crossculturally examine views of the deceased and the rituals associated with death. Superb, absolutely brilliant.

Raven Digitalis

2 of 3 people found the following review helpful.
Celebration of death
By Lisa Fisher
I am so impressed with the information in this book, it has been an asset for my research.

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Kamis, 13 November 2014

* Download PDF Time Series and Dynamic Models (Themes in Modern Econometrics), by Christian Gourieroux, Alain Monfort

Download PDF Time Series and Dynamic Models (Themes in Modern Econometrics), by Christian Gourieroux, Alain Monfort

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Time Series and Dynamic Models (Themes in Modern Econometrics), by Christian Gourieroux, Alain Monfort

Concisely written and up-to-date, this book provides a unified and comprehensive analysis of the full range of topics that comprise modern time series econometrics. While it does demand a good quantitative grounding, it does not require a high mathematical rigor or a deep knowledge of economics. One of the book's most attractive features is the close attention it pays throughout to economic models and phenomena. The authors provide a sound analysis of the statistical origins of topics such as seasonal adjustment, causality, exogeneity, cointegration, prediction, and forecasting. Their treatment of Box-Jenkins models and the Kalman filter represents a synthesis of the most recent theoretical and applied work in these areas.

  • Sales Rank: #3393684 in Books
  • Brand: Cambridge University Press
  • Published on: 1997-01-13
  • Ingredients: Example Ingredients
  • Original language: French
  • Number of items: 1
  • Dimensions: 8.98" h x 1.50" w x 5.98" l, 2.10 pounds
  • Binding: Paperback
  • 688 pages
Features
  • Used Book in Good Condition

Review
"If I wanted to give a good overview of the field to students who already had a course on ARIMA models and some state-space theory, then I would use Time Series and Dynamic Models." Kent D. Wall, JASA

"This book is well organized and provides many insights into time series and dynamic models....this book should be a useful resource not only for the econometrician but also for the person with no background in econometrics who is interested in the general theory of time series." Errol Caby, Technometrics

"In my opinion, it is the best general text on time series analysis available. It is a masterpiece. Organization is impeccable. Results flow seamlessly from one to the next. The writing, for the most part, is very accessible. It nicely balances mathematical formality with a hands-on, tone that tells you what is "really going on."
riskbook.com

Language Notes
Text: English (translation)
Original Language: French

Most helpful customer reviews

10 of 10 people found the following review helpful.
Not a book for economists; particularly hard to understand
By Daniel Ventosa S
When you study an econometrics PhD. In France, you can't avoid reading books of Gourieroux: it's the national hero of econometrics. In fact, when you discover all the research he has done, you have to admit it's a brilliant person. But his books aren't particularly clear. They are made for mathematicians (the only students in my classroom that appreciate this book aren't economists; the rest of us, simple mortals, use more friendly books, such as Davidson and Mackinnon, Greene, Enders and Hamilton). What can I say? It's a very complete book: seasonality is deeply treated, ARIMA models are studied profoundly and, you can even find a spectral analysis chapter and another of the Kalman filter. But they are pretty hard to understand. The notation is complex, more than necessary. There are lots of equations and little explanations. If you are a mathematician, this book will satisfy your needs; it's rigorous and fairly complete (even if the selection of topics it's not the ideal one, I think); if you are not, you should better go to Hamilton's manual. If what you want is a cookbook of time series, then buy Enders.

7 of 9 people found the following review helpful.
Don't Buy It
By Chi Hing Ho
This is a crap book. Don't buy it. I have 3 books by this author, all published by CUP, and I swear I will never and ever buy his fourth book. This is the worst book I've every read. There are several common weak points of his books -- confusing symbols, lack of explanations on those necessary issues and lengthy B.S. on those simple issues. Numerous typing errors make the matter worse. This book spend a chapter talking about old fashion of moving averages, such as Spencer 7-point and 15-point. It almost goes into the field of graduation. What's the point? The chapters on ARIMA are also rubbish. My feeling is that the author lacks sense in statistics, all he saw are just mathematics. On the whole, this book is just on the wrong field, at the wrong time and with the wrong title.

0 of 0 people found the following review helpful.
Only available coverage of some non-standard practical econometric time series methods
By Amazon Customer
I have used this book as a reference for about 9 years. I like it because it covers material such as seasonality (e.g. Census X11), filtering (e.g. moving averages, Hrnderson filters) and many other items which are of interest to the time-series econometrician working outside of academia and which are not well covered in the standard econometrics time series textbooks. The book is a translation of the original french version which was published in 1990 and some items are not are perhaps a little dated. The English translation could be improved.

I would recommend the book to a practicing econometrician who wishes to extend his knowledge of time-series to some of the practical but unfashionable areas covered in the book

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