Analysis of Economic Time Series: A Synthesis
By: and and
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- Synopsis
- 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.
- Copyright:
- 1979
Book Details
- Book Quality:
- Publisher Quality
- Book Size:
- 488 Pages
- ISBN-13:
- 9781483218885
- Related ISBNs:
- 9780125157506
- Publisher:
- Elsevier Science
- Date of Addition:
- 08/04/21
- Copyrighted By:
- Elsevier Science & Technology
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Reference, Business and Finance
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
- Edited by:
- Karl Shell
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