Book review

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.

Notes on Economic Time Series Analysis: System Theoretic Perspectives by Masahiko Aoki

Page Updated:
Book Views: 2

Author
Masahiko Aoki
Publisher
Springer
Date of release
Pages
249
ISBN
9783540126966
Binding
Paperback
Illustrations
Format for Download
PDF, EPUB, MOBI, TXT, DOC
Rating
3
66

Advertising

Get eBOOK
Notes on Economic Time Series Analysis: System Theoretic Perspectives

Find and Read eBook

Click one of share button to proceed download:
Choose server for download:
Download
Get It!
File size:1 mb
Estimated time:5 min
If not downloading or you getting an error:
  • Try another server.
  • Try to reload page — press F5 on keyboard.
  • Clear browser cache.
  • Clear browser cookies.
  • Try other browser.
  • If you still getting an error — please contact us and we will fix this error ASAP.
Sorry for inconvenience!
For authors or copyright holders
Amazon Affiliate

Go to Removal form

Leave a comment


Readers reviews