Spectral Analysis of Economic Time Series. (Psme-1)

by Michio Hatanaka and Clive W.J. Granger

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 069162478X
• ISBN13: 9780691624785
• Release Date: December 2015
• Publisher: Princeton University Press
• Length: 318 Pages
• Weight: 0.98 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"