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Author:
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Languages : en
Pages : 12
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Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 12
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Author: Clive William John Granger
Publisher: Princeton University Press
ISBN: 1400875528
Category : Business & Economics
Languages : en
Pages : 318
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Book Description
The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data. Originally published in 1964. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author: Marc Nerlove
Publisher: Academic Press
ISBN: 1483218880
Category : Business & Economics
Languages : en
Pages : 495
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Book Description
Analysis of Economic Time Series: A Synthesis integrates several topics in economic time-series analysis, including the formulation and estimation of distributed-lag models of dynamic economic behavior; the application of spectral analysis in the study of the behavior of economic time series; and unobserved-components models for economic time series and the closely related problem of seasonal adjustment. Comprised of 14 chapters, this volume begins with a historical background on the use of unobserved components in the analysis of economic time series, followed by an Introduction to the theory of stationary time series. Subsequent chapters focus on the spectral representation and its estimation; formulation of distributed-lag models; elements of the theory of prediction and extraction; and formulation of unobserved-components models and canonical forms. Seasonal adjustment techniques and multivariate mixed moving-average autoregressive time-series models are also considered. Finally, a time-series model of the U.S. cattle industry is presented. This monograph will be of value to mathematicians, economists, and those interested in economic theory, econometrics, and mathematical economics.
Author: Clive William John Granger
Publisher:
ISBN:
Category :
Languages : en
Pages : 299
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Author: Clive W. J. Granger
Publisher:
ISBN:
Category :
Languages : en
Pages : 299
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Author: Masanao Aoki
Publisher: Springer Science & Business Media
ISBN: 3642455654
Category : Mathematics
Languages : en
Pages : 262
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Book Description
In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of what I deem to be important but not readily available, or accessible to economists. For this reason I have excluded from the notes many results on various estimation methods or their statistical properties because they are amply discussed in many standard texts on time series or on statistics.
Author: Jon Cunnyngham
Publisher:
ISBN:
Category : Time-series analysis
Languages : en
Pages : 104
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Book Description
Time series are an important source of data, not only to economics, but to many other disciplines as well. The post-war period has seen a great expansion in the statistical and computer techniques available for the analysis of these time series, as well as in the understanding and general application of them. Many of the theoretical advances in regression and correlation analysis in the presence of serial correlation or autoregression have been contributed by economists, and the basic techniques have been picked up by the profession. Concomitantly, a great part of the statistical time series work done by economists has been based upon regression techniques.
Author: John J. Vincent
Publisher:
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Category :
Languages : en
Pages :
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Author: Henrik Ibsen
Publisher:
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Category :
Languages : en
Pages :
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Author: Lambert Herman Koopmans
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 390
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Book Description
The Spectral Analysis of Time Series ...
