The Resource Spectral analysis of economic time series,, by C.W.J. Granger, in association with M. Hatanaka

Spectral analysis of economic time series,, by C.W.J. Granger, in association with M. Hatanaka

Label
Spectral analysis of economic time series,
Title
Spectral analysis of economic time series,
Statement of responsibility
by C.W.J. Granger, in association with M. Hatanaka
Creator
Contributor
Donor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1934-2009
http://library.link/vocab/creatorName
Granger, C. W. J.
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1915-2000
http://library.link/vocab/relatedWorkOrContributorName
Tukey, John W.
Series statement
Princeton studies in mathematical economics
Series volume
no. 1
http://library.link/vocab/subjectName
  • Econometrics
  • Économétrie
  • Mathématiques économiques
  • Econometrics
  • Économétrie
  • Séries chronologiques
  • Spectroscopie
  • analyse spectrale
  • économie
  • série chronologique
Label
Spectral analysis of economic time series,, by C.W.J. Granger, in association with M. Hatanaka
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Dimensions
25 cm.
Extent
xviii, 299 pages
Lccn
63009991
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)895275
  • (OCoLC)ocm00895275
Label
Spectral analysis of economic time series,, by C.W.J. Granger, in association with M. Hatanaka
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Dimensions
25 cm.
Extent
xviii, 299 pages
Lccn
63009991
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
  • (OCoLC)895275
  • (OCoLC)ocm00895275

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