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Spectral Analysis of Economic Time Series
Granger, Clive William John; Hatanaka, Michio
€ 155.04
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Description for Spectral Analysis of Economic Time Series
Hardback. Series: Princeton Studies in Mathematical Economics. Num Pages: 318 pages, black & white illustrations. BIC Classification: KCHS. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 155 x 19. Weight in Grams: 599.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2017
Publisher
Princeton University Press United States
Number of pages
318
Condition
New
Series
Princeton Studies in Mathematical Economics
Number of Pages
318
Place of Publication
New Jersey, United States
ISBN
9780691651323
SKU
V9780691651323
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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