Spectral analysis of economic time series. (psme-1)
Auteur :
Granger, Clive William John / Hatanaka, Michio
Éditeur :
Princeton University Press
ISBN :
9780691651323
Date de publication :
19 avr. 2016
Dimensions :
23,5 x 15,2 cm
Poids :
595 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
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