Available Formats
Spectral Analysis of Economic Time Series. (PSME-1)
By (Author) Clive William John Granger
By (author) Michio Hatanaka
Princeton University Press
Princeton University Press
15th February 2016
United States
Tertiary Education
Non Fiction
Economic theory and philosophy
Economic forecasting
Political economy
330.015195
Paperback
318
Width 152mm, Height 235mm
425g
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