Introduction to Time Series Analysis (Quantitative Applications in the Social Sciences 174)
By: Mark Pickup (author)Paperback
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The most commonly used time series models are demonstrated to give readers the tools necessary to apply them to their own research.
Mark Pickup is an Assistant Professor in the Department of Political Science at Simon Fraser University. He has taught time series analysis at the Inter-University Consortium for Political and Social Research Summer Training Program since 2010. Mark is a specialist in Comparative Politics and Political Methodology. Substantively, his research primarily falls into three areas: the economy and democratic accountability; polls and electoral outcomes; and conditions of democratic responsiveness. His research focuses on political information, public opinion, the media, election campaigns and electoral institutions within North American and European countries. His methodological interests concern the analysis of longitudinal data (time series, panel, network, etc.) with a secondary interest in Bayesian analysis. He has published in a variety of leading journals. Mark holds degrees in Chemical Physics (B.Sc.) and Political Science (B.A., M.A. and Ph.D.). He received his doctoral degree at the University of British Columbia. In addition to his current position at Simon Fraser University, he has been a Lecturer at the University of Nottingham and a Postdoctoral Research Fellow at the University of Oxford.
PREFACE ACKNOWLEDGEMENTS ABOUT THE AUTHOR SERIES EDITOR'S INTRODUCTION 1. Thinking Time-serially 2. Fundamental Concepts in Time Series Analysis 3. Static Time Series Models and Ordinary Least Squares Estimation 4. Introducing Dynamic Time Series Models 5. Autoregressive Moving Average (ARMA) Models 6. Models for Integrated and Cointegrated Data Conclusion
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- ID: 9781452282015
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