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Spectral Analysis of Economic Time Series. (PSME-1)
(Hardback)
Available Formats
Publishing Details
Full Title:
Spectral Analysis of Economic Time Series. (PSME-1)
Contributors:
By (Author) Clive William John Granger
By (author) Michio Hatanaka
Publisher:
Princeton University Press
Imprint:
Princeton University Press
Publication Date:
28th June 2016
Country:
United States
Classifications
Readership:
Tertiary Education
Genre:
Fiction/Non-fiction:
Non Fiction
Main Subject:
Dewey:
330.015195
Physical Properties
Physical Format:
Hardback
Number of Pages:
318
Dimensions:
Width 152mm, Height 235mm
Weight:
595g
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
