这是一本经典的time series analysis教材，作者James D. Hamilton,全书分为17章，1.diffrence equation,2.lag operators,3.stationary ARMA process,4.forcasting,5maximum likelihood estimation,6.spectrum analysis,7.asymptotic distribution theiry,8.linear regression models,9.linear systems of simultaneous equations,10.covariance-stationary vector process,11.vector autoregressions,12.bayasian analysis,13.the kalman filter,14.generalized method of moments,15.models of nanstationary time series,16.processes with deterministic time trends.