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Notes on Economic Time Series Analysis: System Theoretic Perspectives
Masanao Aoki
52,95 €
+ 105 points
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.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 249
- Langue:
- Anglais
- Collection :
- Tome:
- n° 220
Caractéristiques
- EAN:
- 9783540126966
- Date de parution :
- 01-10-83
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 170 mm x 244 mm
- Poids :
- 430 g
