Analysis of Economic Time Series

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A Synthesis

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A Synthesis

In this edition which has been reprinted with corrections, 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 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:
subbul:1 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
The complimentarities between time-domain and frequency-domain approaches to the analysis of economic time series
Historical contributions extending from the time of Charles Babbage and the Edinburgh Review to the present
Treats spectral analysis and Box-Jenkins models for an intuitive but rigorous point of view
Shows how these two types of analysis may be synthesized so that they complement one another
Describes a new type of model, based on a superposition of Box-Jenkins models, that captures the essential idea of the unobserved-components models long used in the analysis of economic time series
Applies multiple time-series techniques to the estimation of a novel dynamic model of the US cattle industry

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مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
سایر موارد

بستن

فرمت کتاب

ebook

تاریخ انتشار

1979

نویسنده

Marc Nerlove

ناشر

Academic Press

شابک

9780125157506

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Analysis of Economic Time Series

Analysis of Economic Time Series

گزارش تخلف

فرمت کتاب

ebook

تاریخ انتشار

1979

نویسنده

ناشر

شابک

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