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 as seasonal adjustment. "Analysis of Economic Time Series" is a useful ...
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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 as seasonal adjustment. "Analysis of Economic Time Series" is a useful primary text for graduate students and an attractive reference for researchers. It presents a self-contained treatment of Fourier Analysis and complex variables, as well as Spectral Analysis of time series. It includes a detailed treatment of unobserved-components (UC) models and their time-series properties by means of covariance-generating transforms. It provides the formulation and maximum-likelihood estimation of ARMA and UC models in both time and frequency domains. It integrates several topics in time-series analysis: The formulation and estimation of distributed-lag models of dynamic economic behavior; The application of the techniques of spectral analysis in the study of behavior of economic time series; Unobserved-components models for economic time series and the closely related problem of seasonal adjustment; The complimentarities between time-domain and frequency-domain approaches to the analysis of economic time series; and historical contributions extending from the time of Charles Babbage and the Edinburgh Review to the present. It treats spectral analysis and Box-Jenkins models for an intuitive but rigorous point of view. It shows how these two types of analysis may be synthes
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Add this copy of Analysis of Economic Time Series: a Synthesis to cart. $13.97, good condition, Sold by ThriftBooks-Reno rated 5.0 out of 5 stars, ships from Reno, NV, UNITED STATES, published 1979 by Academic Press.
Add this copy of Analysis of Economic Time Series: a Synthesis to cart. $13.99, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1979 by Academic Pr.
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Add this copy of Analysis of Economic Time Series: a Synthesis to cart. $18.53, fair condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 1979 by Academic Press Inc.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 900grams, ISBN: 0125157509.
Add this copy of Analysis of Economic Time Series: a Synthesis (Economic to cart. $46.51, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1995 by Emerald Group Pub Ltd.
Add this copy of Analysis of Economic Time Series: a Synthesis to cart. $56.16, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1979 by Academic Pr.
Add this copy of Analysis of Economic Time Series: a Synthesis (Economic to cart. $57.76, very good condition, Sold by Midtown Scholar Bookstore rated 5.0 out of 5 stars, ships from Harrisburg, PA, UNITED STATES, published 1995 by Emerald Group Pub Ltd.
Add this copy of Analysis of Economic Time Series, Revised Edition: a to cart. $58.02, new condition, Sold by My Dead Aunt's Books rated 5.0 out of 5 stars, ships from Hyattsville, MD, UNITED STATES, published 1995 by Emerald Group Pub Ltd.
Add this copy of Analysis of Economic Time Series: a Synthesis to cart. $106.23, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1979 by Academic Pr.
Add this copy of Analysis of Economic Time Series: a Synthesis (Economic to cart. $134.21, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1995 by Emerald Group Pub Ltd.
