Spectral analysis of economic time series (PSME-1) /

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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 devot...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Granger, C. W. J. (Clive William John), 1934-2009 (Autor), Hatanaka, Michio (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, NJ : Princeton University Press, 2015.
Colección:Princeton studies in mathematical economics ; no. 1.
Temas:
Time-series analysis.
Econometrics.
Série chronologique.
Économétrie.
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
BUSINESS & ECONOMICS > General.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Foreword
  • Preface
  • Contents
  • Chapter 1. Introduction to the Analysis of Time Series
  • Chapter 2. Nature of Economic Time Series
  • PART A. STATIONARY TIME SERIES
  • Chapter 3. Spectral Theory
  • Chapter 4. Spectral Analysis of Economic Data
  • Chapter 5. Cross-spectral Analysis
  • Chapter 6. Cross-spectral Analysis of Economic Data
  • Chapter 7. Processes Involving Feedback
  • PART ?. NON-STATIONARY TIME SERIES
  • Chapter 8. Series With Trending Means
  • Chapter 9. Series with Spectrum Changing with Time
  • Chapter 10. Demodulation
  • Chapter 11. Non-stationarity and Economic Series
  • Chapter 12. Application of Cross-spectral Analysis and Complex Demodulation: Business Cycle Indicators
  • Chapter 13. Application of Partial Cross-spectral Analysis: Tests of Acceleration Principle for Inventory Cycle
  • Chapter 14. Problems Remaining
  • Index

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