Notes on Economic Time Series Analysis: System Theoretic Perspectives
Notes on Economic Time Series Analysis: System Theoretic Perspectives

Notes on Economic Time Series Analysis: System Theoretic Perspectives


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About the Book

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.


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Product Details
  • ISBN-13: 9783540126966
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Edition: Softcover reprint of the original 1st ed. 1983
  • Language: English
  • Returnable: Y
  • Spine Width: 14 mm
  • Width: 170 mm
  • ISBN-10: 3540126961
  • Publisher Date: 01 Oct 1983
  • Binding: Paperback
  • Height: 244 mm
  • No of Pages: 249
  • Series Title: Lecture Notes in Economic and Mathematical Systems
  • Weight: 485 gr


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