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Analysis of Economic Time Series: A Synthesis (Economic Theory, Econometrics, and Mathematical Economics) - Tapa blanda
Sinopsis
Book by Nerlove Marc Grether David Carvalho Jose L
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Críticas
"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
Reseña del editor
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 is 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:
* 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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- EditorialAcademic Press Inc
- Año de publicación1995
- ISBN 10 0125157517
- ISBN 13 9780125157513
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas468
- EditorNerlove Marc, Grether David M., Carvalho Jose L.
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Analysis of Economic Time Series: A Synthesis
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Academic Press, 1995
ISBN 10: 0125157517
ISBN 13: 9780125157513
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Analysis of Economic Time Series: A Synthesis (ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS)
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Emerald Group Pub Ltd, 1995
ISBN 10: 0125157517
ISBN 13: 9780125157513
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Analysis of Economic Time Series, Revised Edition: A Synthesis (Economic Theory, Econometrics, and Mathematical Economics)
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ISBN 10: 0125157517
ISBN 13: 9780125157513
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Analysis of economic time series. a synthesis.
Publicado por
Emerald Group Pub Ltd, 1995
ISBN 10: 0125157517
ISBN 13: 9780125157513
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Analysis of Economic Time Series: A Synthesis
Publicado por
Emerald Group Pub Ltd, 1995
ISBN 10: 0125157517
ISBN 13: 9780125157513
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Condición: Très bon. Analysis of Economic Time Series: A Synthesis |M. Nerlove, D. Grether, J. Carvalho | Acdemic Press, 1995. in-8° broché, 468 pages. Couverture propre. Dos solide. Intérieur frais sans soulignage ou annotation. Exemplaire de bibliothèque : petit code barre en pied de 1re de couv., cotation au dos, rares et discrets petits tampons à l'intérieur de l'ouvrage. Très bon état général pour cet ouvrage . [BA22+]. Nº de ref. del artículo: HU-VLU1-3PTO
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Analysis of Economic Time Series, Revised Edition: A Synthesis (Economic Theory, Econometrics, and Mathematical Economics)
Publicado por
Emerald Group Pub Ltd, 1995
ISBN 10: 0125157517
ISBN 13: 9780125157513
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