| Notes on Economic Time Series Analysis: System Theoretic Perspectives Softcover Repri Edition Contributor(s): Aoki, Masanao (Author) |
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ISBN: 3540126961 ISBN-13: 9783540126966 Publisher: Springer OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: October 1983 |
| Additional Information |
| BISAC Categories: - Business & Economics | Economics - Theory - Business & Economics | Econometrics - Business & Economics | Statistics |
| Dewey: 330.015 |
| Series: Lecture Notes in Economic and Mathematical Systems |
| Physical Information: 0.56" H x 6.69" W x 9.61" (0.95 lbs) 249 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: In seminars and graduate level courses I have had several opportunities to discuss modeling and analysis of time series with economists and economic graduate students during the past several years. These experiences made me aware of a gap between what economic graduate students are taught about vector-valued time series and what is available in recent system literature. Wishing to fill or narrow the gap that I suspect is more widely spread than my personal experiences indicate, I have written these notes to augment and reor- ganize materials I have given in these courses and seminars. I have endeavored to present, in as much a self-contained way as practicable, a body of results and techniques in system theory that I judge to be relevant and useful to economists interested in using time series in their research. I have essentially acted as an intermediary and interpreter of system theoretic results and perspectives in time series by filtering out non-essential details, and presenting coherent accounts of what I deem to be important but not readily available, or accessible to economists. For this reason I have excluded from the notes many results on various estimation methods or their statistical properties because they are amply discussed in many standard texts on time series or on statistics. |