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Item Details
| Title:
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NOTES ON ECONOMIC TIME SERIES ANALYSIS: SYSTEM THEORETIC PERSPECTIVES
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| By: |
Masanao Aoki |
| Format: |
Paperback |
| List price:
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£89.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
3540126961 |
| ISBN 13: |
9783540126966 |
| Publisher: |
SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG |
| Pub. date: |
1 October, 1983 |
| Edition: |
Softcover reprint of the original 1st ed. 1983 |
| Series: |
Lecture Notes in Economics and Mathematical Systems 220 |
| Pages: |
249 |
| Synopsis: |
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. |
| Illustrations: |
IX, 249 p. |
| Publication: |
Germany |
| Imprint: |
Springer-Verlag Berlin and Heidelberg GmbH & Co. K |
| Returns: |
Returnable |
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