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Notes on Economic Time Series Analysis: System Theoretic Perspectives (Paperback, Softcover reprint of the original 1st ed. 1983)
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Notes on Economic Time Series Analysis: System Theoretic Perspectives (Paperback, Softcover reprint of the original 1st ed. 1983)
Series: Lecture Notes in Economics and Mathematical Systems, 220
Expected to ship within 10 - 15 working days
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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 reor 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."
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