Time Series Analysis for the Social Sciences - Box-Steffensmeier, Janet M. (Ohio State University) a Freeman, John R. (University of Minnesota) a Hitt, Matthew P. (Louisiana State University) a Pevehouse, Jon C. W. (University of Wisconsin, Madison)

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.