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Time Series Analysis for the Social Sciences


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Authors:
Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, and Jon C. W. Pevehouse
Publisher: Cambridge University Press
Copyright: 2014
ISBN-13: 978-0-521-69155-0
Pages: 280; paperback
Price: $29.75
Authors:
Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, and Jon C. W. Pevehouse
Publisher: Cambridge University Press
Copyright: 2014
ISBN-13:
Pages: 280; eBook
Price: $

Comment from the Stata technical group

Time Series Analysis for the Social Sciences provides a rigorous yet accessible introduction to time-series analysis. The book emphasizes the interpretation of the results and the intuition behind the techniques rather than technical details. The methodologies presented in the book are accompanied with examples that illustrate the concepts developed using real data.

The first part of the book presents univariate time-series models. The book subsequently incorporates the concepts of univariate time series in the context of dynamic social interactions. The second part of the book provides introductions to multivariate time series, stationarity, and cointegration methods. The book also touches on more advanced topics such as forecasting and structural breaks.

Time Series Analysis for the Social Sciences is ideal for researchers and students who want an intuitive introduction to time series. The intuitive discussions linking time-series methods and the dynamic social-science process make this book uniquely instructive.

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