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

Paperback / softback

Main Details

Title Spectral Analysis of Economic Time Series. (PSME-1)
Authors and Contributors      By (author) Clive William John Granger
By (author) Michio Hatanaka
SeriesPrinceton Legacy Library
Physical Properties
Format:Paperback / softback
Pages:318
Dimensions(mm): Height 235,Width 152
Category/GenreEconomic theory and philosophy
Econometrics
Economic forecasting
Political economy
ISBN/Barcode 9780691624785
ClassificationsDewey:330.015195
Audience
Tertiary Education (US: College)
Professional & Vocational

Publishing Details

Publisher Princeton University Press
Imprint Princeton University Press
Publication Date 8 December 2015
Publication Country United States

Description

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