Description
Book SynopsisThe 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
Table of Contents*Frontmatter, pg. i*Foreword, pg. vii*Preface, pg. xi*Contents, pg. xv*Chapter 1. Introduction to the Analysis of Time Series, pg. 1*Chapter 2. Nature of Economic Time Series, pg. 12*Chapter 3. Spectral Theory, pg. 25*Chapter 4. Spectral Analysis of Economic Data, pg. 52*Chapter 5. Cross-spectral Analysis, pg. 74*Chapter 6. Cross-spectral Analysis of Economic Data, pg. 95*Chapter 7. Processes Involving Feedback, pg. 109*Chapter 8. Series With Trending Means, pg. 129*Chapter 9. Series with Spectrum Changing with Time, pg. 147*Chapter 10. Demodulation, pg. 170*Chapter 11. Non-stationarity and Economic Series, pg. 190*Chapter 12. Application of Cross-spectral Analysis and Complex Demodulation: Business Cycle Indicators, pg. 207*Chapter 13. Application of Partial Cross-spectral Analysis: Tests of Acceleration Principle for Inventory Cycle, pg. 263*Chapter 14. Problems Remaining, pg. 294*Index, pg. 297
