Spectral analysis of economic time series, by C.W.J. Granger, in association with M. Hatanaka.
نوع المادة :
- text
- unmediated
- volume
- 9780691624785
- HB199 .G7 1964
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
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Includes bibliographical references.
Introduction to the analysis of time series -- Nature of economic time series -- Spectral theory -- Spectral analysis of economic data -- Cross-spectral analysis -- Cross-spectral analysis of economic data -- Processes involving feedback -- Series with trending means -- Series with spectrum changing with time -- Demodulation -- Non-stationarity and economic series -- Application of cross-spectral analysis and complex demodulation : business cycle indicators -- Application of partial cross-spectral analysis : tests of acceleration principle for inventory cycle -- Problems remaining.