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Author :
Publisher :
ISBN 13 :
Total Pages : 12 pages
Book Rating : 4.:/5 (917 download)
Download or read book A Note on Spectral Analysis of Economic Time Series Involving Feedback written by and published by . This book was released on 1976 with total page 12 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Clive William John Granger
Publisher : Princeton University Press
ISBN 13 : 1400875528
Total Pages : 318 pages
Book Rating : 4.4/5 (8 download)
Download or read book Spectral Analysis of Economic Time Series. (PSME-1) written by Clive William John Granger and published by Princeton University Press. This book was released on 2015-12-08 with total page 318 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Author : Marc Nerlove
Publisher : Academic Press
ISBN 13 : 1483218880
Total Pages : 495 pages
Book Rating : 4.4/5 (832 download)
Download or read book Analysis of Economic Time Series written by Marc Nerlove and published by Academic Press. This book was released on 2014-05-10 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Author : Clive William John Granger
Publisher :
ISBN 13 :
Total Pages : 299 pages
Book Rating : 4.:/5 (12 download)
Download or read book Spectral Analysis of Economic Time Series written by Clive William John Granger and published by . This book was released on 1964 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Clive W. J. Granger
Publisher :
ISBN 13 :
Total Pages : 299 pages
Book Rating : 4.:/5 (63 download)
Download or read book Spectral Analysis of Economic Time Series written by Clive W. J. Granger and published by . This book was released on 1971 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Masanao Aoki
Publisher : Springer Science & Business Media
ISBN 13 : 3642455654
Total Pages : 262 pages
Book Rating : 4.6/5 (424 download)
Download or read book Notes on Economic Time Series Analysis: System Theoretic Perspectives written by Masanao Aoki and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of what I deem to be important but not readily available, or accessible to economists. For this reason I have excluded from the notes many results on various estimation methods or their statistical properties because they are amply discussed in many standard texts on time series or on statistics.
Author : Jon Cunnyngham
Publisher :
ISBN 13 :
Total Pages : 104 pages
Book Rating : 4.:/5 (319 download)
Download or read book The Spectral Analysis of Economic Time Series written by Jon Cunnyngham and published by . This book was released on 1963 with total page 104 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series are an important source of data, not only to economics, but to many other disciplines as well. The post-war period has seen a great expansion in the statistical and computer techniques available for the analysis of these time series, as well as in the understanding and general application of them. Many of the theoretical advances in regression and correlation analysis in the presence of serial correlation or autoregression have been contributed by economists, and the basic techniques have been picked up by the profession. Concomitantly, a great part of the statistical time series work done by economists has been based upon regression techniques.
Author : John J. Vincent
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (615 download)
Download or read book The Use of Spectral Analysis in the Study of Economic Time Series written by John J. Vincent and published by . This book was released on 1966 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Henrik Ibsen
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (959 download)
Download or read book Spectral Analysis of Economic Time Series written by Henrik Ibsen and published by . This book was released on 1964 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lambert Herman Koopmans
Publisher :
ISBN 13 :
Total Pages : 390 pages
Book Rating : 4.3/5 (91 download)
Download or read book The Spectral Analysis of Time Series written by Lambert Herman Koopmans and published by . This book was released on 1974 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Spectral Analysis of Time Series ...
Author : Clive William John Granger
Publisher :
ISBN 13 :
Total Pages : 299 pages
Book Rating : 4.:/5 (82 download)
Download or read book Spectral Analysis of Economic Time Series written by Clive William John Granger and published by . This book was released on 1964 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John Coshall
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (61 download)
Download or read book Spectral Analysis of Economic Time Series written by John Coshall and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Terence C. Mills
Publisher : Springer
ISBN 13 : 0230305024
Total Pages : 476 pages
Book Rating : 4.2/5 (33 download)
Download or read book The Foundations of Modern Time Series Analysis written by Terence C. Mills and published by Springer. This book was released on 2011-06-29 with total page 476 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.
Author : Peijie Wang
Publisher :
ISBN 13 : 9781861150639
Total Pages : 16 pages
Book Rating : 4.1/5 (56 download)
Download or read book Spectral Analysis of Economic Time Series Behaviour written by Peijie Wang and published by . This book was released on 1999 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Lambert H. Koopmans
Publisher : Elsevier
ISBN 13 : 0080541569
Total Pages : 385 pages
Book Rating : 4.0/5 (85 download)
Download or read book The Spectral Analysis of Time Series written by Lambert H. Koopmans and published by Elsevier. This book was released on 1995-05-18 with total page 385 pages. Available in PDF, EPUB and Kindle. Book excerpt: To tailor time series models to a particular physical problem and to follow the working of various techniques for processing and analyzing data, one must understand the basic theory of spectral (frequency domain) analysis of time series. This classic book provides an introduction to the techniques and theories of spectral analysis of time series. In a discursive style, and with minimal dependence on mathematics, the book presents the geometric structure of spectral analysis. This approach makes possible useful, intuitive interpretations of important time series parameters and provides a unified framework for an otherwise scattered collection of seemingly isolated results.The books strength lies in its applicability to the needs of readers from many disciplines with varying backgrounds in mathematics. It provides a solid foundation in spectral analysis for fields that include statistics, signal process engineering, economics, geophysics, physics, and geology. Appendices provide details and proofs for those who are advanced in math. Theories are followed by examples and applications over a wide range of topics such as meteorology, seismology, and telecommunications.Topics covered include Hilbert spaces; univariate models for spectral analysis; multivariate spectral models; sampling, aliasing, and discrete-time models; real-time filtering; digital filters; linear filters; distribution theory; sampling properties ofspectral estimates; and linear prediction. - Hilbert spaces - univariate models for spectral analysis - multivariate spectral models - sampling, aliasing, and discrete-time models - real-time filtering - digital filters - linear filters - distribution theory - sampling properties of spectral estimates - linear prediction
Author : Rebecca M. Warner
Publisher : Guilford Press
ISBN 13 : 9781572303386
Total Pages : 244 pages
Book Rating : 4.3/5 (33 download)
Download or read book Spectral Analysis of Time-series Data written by Rebecca M. Warner and published by Guilford Press. This book was released on 1998-05-22 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a thorough introduction to methods for detecting and describing cyclic patterns in time-series data. It is written both for researchers and students new to the area and for those who have already collected time-series data but wish to learn new ways of understanding and presenting them. Facilitating the interpretation of observations of behavior, physiology, mood, perceptual threshold, social indicator variables, and other responses, the book focuses on practical applications and requires much less mathematical background than most comparable texts. Using real data sets and currently available software (SPSS for Windows), the author employs extensive examples to clarify key concepts. Topics covered include research design issues, preliminary data screening, identification and description of cycles, summary of results across time series, and assessment of relations between time series. Also considered are theoretical questions, problems of interpretation, and potential sources of artifact.
Author : Terence C. Mills
Publisher : Cambridge University Press
ISBN 13 : 9780521405744
Total Pages : 392 pages
Book Rating : 4.4/5 (57 download)
Download or read book Time Series Techniques for Economists written by Terence C. Mills and published by Cambridge University Press. This book was released on 1990 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.
