Spectral Analysis of Economic Time Series. (PSME-1) (eBook)

Clive William John Granger, Michio Hatanaka (Autoren)

eBook Download: PDF

2015
318 Seiten
Princeton University Press (Verlag)
978-1-4008-7552-8 (ISBN)

Infos

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 they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration principle existing in department store data.Originally published in 1964.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Produkt-Details

• Erscheint lt. Verlag: 8.12.2015
• Reihe/Serie: Princeton Legacy Library
• Reihe/Serie: Princeton Legacy Library
• Reihe/Serie: Princeton Studies in Mathematical Economics
• Reihe/Serie: Princeton Studies in Mathematical Economics
• Verlagsort: Princeton
• Sprache: englisch
• Themenwelt: Wirtschaft ► Allgemeines / Lexika
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Wirtschaftspolitik
• Schlagworte: Aggregate data • Amplitude • autocorrelation • autocovariance • Autoregressive model • Binomial Theorem • Business Cycle • business cycle indicators • Business Statistics • Calculation • Chi-squared test • coefficient • coefficient of determination • Commodity • Correlation and dependence • correlation coefficient • Covariance function • Covariance matrix • Cross-spectrum • Degrees of freedom (statistics) • Demodulation • Diagram (category theory) • Econometric model • Econometrics • economic data • Economic indicator • economic problem • Economics • Economic statistics • Economic unit • estimation • Estimation theory • expected value • Extrapolation • Forecast Error • fourier analysis • Fourier series • Frequency band • gross national product • Harmonic Analysis • Hilbert transform • Industrial production index • Information Theory • Interest Rate • Inventory Control • Inventory investment • Kernel Density Estimation • Keynesian Economics • Lagrange multiplier • lead time • linear difference equation • logarithm • logistic function • Mathematical economics • Measures of national income and output • Moment (mathematics) • Monte Carlo Method • Multivariate normal distribution • National Bureau of Economic Research • Nyquist frequency • Periodic function • Phase diagram • Point Estimation • Polynomial Regression • Prediction • Price controls • Price index • price level • price premium • Probability • probability and statistics • Probability Distribution • Probability Theory • Promissory note • Proportionality (mathematics) • Quantity • Rates (tax) • Rounding • Sampling (Statistics) • seasonal adjustment • Spectral density • spectral method • spectral theory • stationary process • Statistic • Statistical hypothesis testing • statistical significance • statistician • Stochastic process • Summation • Supply (economics) • test statistic • Theoretical Value • Time Series • Transfer Function • Trend line (technical analysis) • Variable (mathematics) • Variance • Weighted arithmetic mean • Wholesale price index
• ISBN-10: 1-4008-7552-8 / 1400875528
• ISBN-13: 978-1-4008-7552-8 / 9781400875528