The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical consequences of unit roots, time-varying variances, and nonlinear time series models.
Generalised phrase structure grammar (GPSG) is a framework for describing the syntax and semantics of natural languages. GPSG was initially developed in the late 1970s by Gerald Gazdar. Other contributors include Ewan Klein, Ivan Sag, and Geoffrey Pullum. Their book Generalized Phrase Structure Grammar, published in 1985, is the main monograph on GPSG, especially as it applies to English syntax.
Present day research in partial differential equations uses a lot of functional analytic techniques. This book treats these methods concisely, in one volume, at the graduate level. It introduces distribution theory (which is fundamental to the study of partial differential equations) and Sobolev spaces (the natural setting in which to find generalized solutions of PDE). Examples, counter-examples, and exercises are included.
The proposed book Generalized Gaussian Error Calculus addresses for the first time since 200 years a rigorous, complete and self-consistent revision of the Gaussian error calculus. Since experimentalists realized that measurements in general are burdened by unknown systematic errors, the classical, widespread used evaluation procedures scrutinizing the consequences of random errors alone turned out to be obsolete.
