書誌事項

Analysis of economic time series : a synthesis

Marc Nerlove, David M. Grether, José L. Carvalho

(Economic theory, econometrics, and mathematical economics)

Academic Press, 1979

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注記

Bibliography: p. 437-447

Includes indexes

内容説明・目次

内容説明

In this edition Nerlove and his co-authors illustrate techniques of spectral analysis and methods based on parametric models in the analysis of economic time series. The book provides a means and a method for incorporating economic intuition and theory in the formulation of time-series models.

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