Author: Youseop Shin
Publisher: Univ of California Press
Release Date: 2017-01-31
Genre: Social Science
Times Series Analysis in the Social Sciences is a practical and highly readable introduction written exclusively for students and researchers whose mathematical background is limited to basic algebra. The book focuses on fundamental elements of time series analysis that social scientists need to understand so they can employ time series analysis for their research and practice. Through step-by-step explanations and using monthly violent crime rates as case studies, this book explains univariate time series from the preliminary visual analysis through the modeling of seasonality, trends, and residuals, to the evaluation and prediction of estimated models. The book also explains smoothing, multiple time series analysis, and interrupted time series analysis. With a wealth of practical advice and supplemental data sets wherein students can apply their knowledge, this flexible and friendly primer is suitable for all students in the social sciences.
Author: Janet M. Box-Steffensmeier
Publisher: Cambridge University Press
Release Date: 2014-12-22
Genre: Political Science
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 the 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.
Author: Ruey S. Tsay
Publisher: John Wiley & Sons
Release Date: 2013-11-11
An accessible guide to the multivariate time series toolsused in numerous real-world applications Multivariate Time Series Analysis: With R and FinancialApplications is the much anticipated sequel coming from one ofthe most influential and prominent experts on the topic of timeseries. Through a fundamental balance of theory and methodology,the book supplies readers with a comprehensible approach tofinancial econometric models and their applications to real-worldempirical research. Differing from the traditional approach to multivariate timeseries, the book focuses on reader comprehension by emphasizingstructural specification, which results in simplified parsimoniousVAR MA modeling. Multivariate Time Series Analysis: With R andFinancial Applications utilizes the freely available Rsoftware package to explore complex data and illustrate relatedcomputation and analyses. Featuring the techniques and methodologyof multivariate linear time series, stationary VAR models, VAR MAtime series and models, unitroot process, factor models, andfactor-augmented VAR models, the book includes: • Over 300 examples and exercises to reinforce thepresented content • User-friendly R subroutines and research presentedthroughout to demonstrate modern applications • Numerous datasets and subroutines to provide readerswith a deeper understanding of the material Multivariate Time Series Analysis is an ideal textbookfor graduate-level courses on time series and quantitative financeand upper-undergraduate level statistics courses in time series.The book is also an indispensable reference for researchers andpractitioners in business, finance, and econometrics.
Author: Mark Pickup
Publisher: SAGE Publications
Release Date: 2014-10-15
Genre: Social Science
Introducing time series methods and their application in social science research, this practical guide to time series models is the first in the field written for a non-econometrics audience. Giving readers the tools they need to apply models to their own research, Introduction to Time Series Analysis, by Mark Pickup, demonstrates the use of—and the assumptions underlying—common models of time series data including finite distributed lag; autoregressive distributed lag; moving average; differenced data; and GARCH, ARMA, ARIMA, and error correction models. “This volume does an excellent job of introducing modern time series analysis to social scientists who are already familiar with basic statistics and the general linear model.” —William G. Jacoby, Michigan State University
Author: Claude Duchon
Publisher: John Wiley & Sons
Release Date: 2012-02-21
Time Series Analysis in Meteorology and Climatology provides an accessible overview of this notoriously difficult subject. Clearly structured throughout, the authors develop sufficient theoretical foundation to understand the basis for applying various analytical methods to a time series and show clearly how to interpret the results. Taking a unique approach to the subject, the authors use a combination of theory and application to real data sets to enhance student understanding throughout the book. This book is written for those students that have a data set in the form of a time series and are confronted with the problem of how to analyse this data. Each chapter covers the various methods that can be used to carry out this analysis with coverage of the necessary theory and its application. In the theoretical section topics covered include; the mathematical origin of spectrum windows, leakage of variance and understanding spectrum windows. The applications section includes real data sets for students to analyse. Scalar variables are used for ease of understanding for example air temperatures, wind speed and precipitation. Students are encouraged to write their own computer programmes and data sets are provided to enable them to recognize quickly whether their programme is working correctly- one data set is provided with artificial data and the other with real data where the students are required to physically interpret the results of their periodgram analysis. Based on the acclaimed and long standing course at the University of Oklahoma and part of the RMetS Advancing Weather and Climate Science Series, this book is distinct in its approach to the subject matter in that it is written specifically for readers in meteorology and climatology and uses a mix of theory and application to real data sets.
Author: A. Albert
Publisher: IOS Press
Release Date: 1995-01-01
This publication reflects on the discussion on using chaos theory for the study of society. It explores the interface between chaos theory and the social sciences. A broad variety of fields (including Sociology, Anthropology, Economics, Political Science, Management, Philosophy and Cognitive Sciences) is represented in the book. The leading themes are: Conceptual and Methodological Issues, Social Connectionism and the Connectionist Mind, Social Institutions and Public Policy, and Social Simulations. The book includes the following topics: the relevance of the complexity-chaos paradigm for analyzing social systems, the usefulness of nonlinear dynamics for studying the formation and sustainability of social groups, the comparison between spontaneous social orders and spontaneous biological/natural orders, the building of Artificial Societies, and the contribution of the chaos paradigm to a better understanding and formulation of public policies.
Book Description fields of social and economic sciences. The book presents a manual on the course General Theory of Statistics, including a series of not quite traditional topics. First of all, it concerns the mathematical bases of statistics and use of computer technologies in statistical probing. Thematic choice of the chapters and sections of the book is caused not only by interests and tastes of the authors, but also by modern tendencies in applied statistics and orientation of the given work. The book is based on a course of lectures given by the first author for undergraduates in social and economic sciences along with three books published in Russian and English in Estonia, Lithuania and Byelorussia. This book has been written for a large enough audience of teachers, researchers, statisticians, students, collegians and users of statistics in behavioral and social sciences. Above all, the book is directed to a wide circle of the readers studying statistical disciplines in high schools and colleges; however, it can be useful also to persons independently studying statistics.
Author: Rachel A. Gordon
Release Date: 2012-06-25
Genre: Social Science
The book provides graduate students in the social sciences with the basic skills that they need to estimate, interpret, present, and publish basic regression models using contemporary standards. Key features of the book include: interweaving the teaching of statistical concepts with examples developed for the course from publicly-available social science data or drawn from the literature. thorough integration of teaching statistical theory with teaching data processing and analysis. teaching of both SAS and Stata "side-by-side" and use of chapter exercises in which students practice programming and interpretation on the same data set and course exercises in which students can choose their own research questions and data set.