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Lecture Notes in Economics and Mathematical Systems

Notes on Economic Time Series Analysis: System Theoretic Perspectives

Authors: Aoki, Masanao

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About this 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 reorĀ­ 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.

Table of contents (14 chapters)

Table of contents (14 chapters)

Buy this book

eBook $89.00
price for USA in USD (gross)
  • ISBN 978-3-642-45565-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $119.99
price for USA in USD
  • ISBN 978-3-540-12696-6
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Notes on Economic Time Series Analysis: System Theoretic Perspectives
Authors
Series Title
Lecture Notes in Economics and Mathematical Systems
Series Volume
220
Copyright
1983
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-45565-0
DOI
10.1007/978-3-642-45565-0
Softcover ISBN
978-3-540-12696-6
Series ISSN
0075-8442
Edition Number
1
Number of Pages
IX, 249
Topics

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