Items related to Analysis of Economic Time Series: A Synthesis
Synopsis
In this edition Nerlove and his co-authors illustrate techniques of spectral analysis and methods based on parametric models in the analysis of economic time series. The book provides a means and a method for incorporating economic intuition and theory in the formulation of time-series models.
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From the Back Cover
In this updated edition, Nerlove and his co-authors illustrate techniques of spectral analysis and methods based on parametric models in the analysis of economic time series. The book provides a means and a method for incorporating economic intuition and theory in the formulation of time-series models that are useful in forecasting, in the formulation and estimation of distributed lag models, and in other applications, such as seasonal adjustment. Analysis of Economic Time Series will be a useful primary text for graduate students and an attractive reference for researchers.
Key Features
* Presents a self-contained treatment of Fourier analysis and complex variables, as well as spectral analysis of time series
* Includes a detailed treatment of unobserved-components (UC) models and their time-series properties by means of covariance-generating transforms
* Provides the formulation and maximum-likelihood estimation of ARMA and UC models in both time and frequency domains
* Integrates several topics in time-series analysis, including:
* The formulation and estimation of distributed-lag models of dynamic economic behavior
* The application of the techniques of spectral analysis in the study of behavior of economic time series
* Unobserved-components models for economic time series and the closely related problem of seasonal adjustment
Review
"The authors clearly reveal their mastery of the area."
--TECHNOMETRICS
"Besides offering the convenience of a one-volume collection, the books format provides the authors with the opportunity to engage in discursive essays, which are often insightful and stimulating... The balance between theory and examples makes it an attractive book for use in a special topics course."
--JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
"About this title" may belong to another edition of this title.
- PublisherAcademic Pr
- Publication date1979
- ISBN 10 0125157509
- ISBN 13 9780125157506
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages468
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Analysis of Economic Time Series: A Synthesis
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Analysis of Economic Time Series: A Synthesis
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Hardcover. Condition: Bon. Ancien livre de bibliothèque. Traces d'usure sur la couverture. Edition 1979. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Signs of wear on the cover. Edition 1979. Ammareal gives back up to 15% of this item's net price to charity organizations. Seller Inventory # D-803-501
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Analysis of Economic Time Series: A Synthesis
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:0125157509. Seller Inventory # 8499556
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Analysis of Economic Time Series: A Synthesis
Published by
Academic Press Inc 01.06.1979., 1979
ISBN 10: 0125157509
ISBN 13: 9780125157506
Used
Hardcover
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Condition: Gut. 468 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 969 22,9 x 15,2 x 2,5 cm, Gebundene Ausgabe. Seller Inventory # 337557
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