Spectral Analysis of Economic Time Series. (PSME-1) - Princeton Studies in Mathematical Economics - Clive William John Granger - Books - Princeton University Press - 9780691624785 - December 8, 2015
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Clive William John Granger
Spectral Analysis of Economic Time Series. (PSME-1) - Princeton Studies in Mathematical Economics

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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

318 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 8, 2015
ISBN13 9780691624785
Publishers Princeton University Press
Pages 318
Dimensions 234 × 158 × 21 mm   ·   486 g
Language English  

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