TY  - BOOK
AU  - Box-Steffensmeier, Janet M.
AU  - Freeman, John R.;Hitt, Matthew P.;Pevehouse, Jon C. W.
TI  - Time series analysis for the social sciences
SN  - 9780521691550
AV  - HA 30.3 .T56 2014 
PY  - 2014///
CY  - New York
PB  - Cambridge University Press
KW  - TIME SERIES ANALYSIS
N1  - Includes bibliographical references and index; 1. Modeling social dynamics -- 2. Univariate time-series models -- 3. Dynamic regression models -- 4. Modeling the dynamics of social systems -- 5. Univariate, non-stationary processes: tests and modeling -- 6. Co-integration and error correction models -- 7. Selections on time series analysis -- 8. Concluding thoughts for the time series analyst
N2  - 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
ER  -