| 书目名称 | Notes on Economic Time Series Analysis: System Theoretic Perspectives |
| 编辑 | Masanao Aoki |
| 视频video | |
| 丛书名称 | Lecture Notes in Economics and Mathematical Systems |
| 图书封面 |  |
| 描述 | 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 the |
| 出版日期 | Book 1983 |
| 关键词 | Probability distribution; Series; Time; Time series; Variance; Zeitreihenanalyse; correlation; principal co |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-45565-0 |
| isbn_softcover | 978-3-540-12696-6 |
| isbn_ebook | 978-3-642-45565-0Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 1983 |
发表于 2025-3-21 17:21:52
