Analysis of Economic Time Series is popular PDF and ePub book, written by Marc Nerlove in 2014-05-10, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Analysis of Economic Time Series can be Read Online from any device for your convenience.
Analysis of Economic Time Series Book PDF Summary
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.
Detail Book of Analysis of Economic Time Series PDF
- Author : Marc Nerlove
- Release : 10 May 2014
- Publisher : Academic Press
- ISBN : 9781483218885
- Genre : Business & Economics
- Total Page : 495 pages
- Language : English
- PDF File Size : 20,8 Mb
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