This thoughtful, and often amusing, memoir traces the life of James Douglas-Hamilton, which has seen him serve in three different chambers. Following 23 Years as a Conservative MP at Westminster, he became a member of the new Scottish Parliament and now sits in the House of Lords. Through his eyes we gain a fascinating insight into historic events - from his early memories as a pageboy at the Queen's coronation to his time as a Minister for Margaret Thatcher's Government. Previously unpublished correspondences between the author and the Iron Lady shed new light on the controversial decision to introduce the community charge, or poll tax, in Scotland. This memoir also includes new material from recently declassified MI5 papers documenting the mysterious flight to Britain made by Rudolf Hess, the Nazi Deputy Leader, during the Second World War to see the author's father. Douglas-Hamilton's research into this extraordinary episode, and the evidence he has uncovered definitively lay the conspiracy theories to rest. James Douglas-Hamilton has peopled the pages of this book with the colourful characters he encountered during his long years of public service, including Harold Macmillan, Helen Suzman, Jomo Kenyatta and, of course, the indomitable Margaret Thatcher.

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. In addition, he presents basic tools for analyzing dynamic systems (including linear representations, autocovariance generating functions, spectral analysis, and the Kalman filter) in a way that integrates economic theory with the practical difficulties of analyzing and interpreting real-world data. "Time Series Analysis" fills an important need for a textbook that integrates economic theory, econometrics, and new results.

The book is intended to provide students and researchers with a self-contained survey of time series analysis. It starts from first principles and should be readily accessible to any beginning graduate student, while it is also intended to serve as a reference book for researchers.