Analysis of Economic Time Series: A Synthesis

by David M. Grether, Jose L. Carvalho, Marc Nerlove

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...

• Format: Paperback
• Language: English
• ISBN: 0125157517
• ISBN13: 9780125157513
• Release Date: September 1995
• Publisher: Academic Press
• Length: 468 Pages
• Weight: 1.57 lbs.
• Dimensions: 1.0" x 6.1" x 9.0"