Spectral Analysis of Economic Time Series. (PSME-1)

Clive William John Granger

ISBN 10: 069162478X / ISBN 13: 9780691624785

Published by Princeton University Press, 2015

About this Item

The description for this book, Spectral Analysis of Economic Time Series. (PSME-1), will be forthcoming. Series: Princeton Studies in Mathematical Economics. Num Pages: 320 pages. BIC Classification: KC. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 156. . . 2015. Paperback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780691624785

Bibliographic Details

• Title: Spectral Analysis of Economic Time Series. (PSME-1)
• Publisher: Princeton University Press
• Publication Date: 2015
• Language: English
• ISBN 10: 069162478X
• ISBN 13: 9780691624785
• Binding: Soft cover
• Condition: New

About this title

Synopsis

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.

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