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# Analysis of economic time series : a synthesis / Marc Nerlove, David M. Grether, José L. Carvalho.

Material type: TextPublication details: c1995. Edition: Rev. edISBN: 0125157517DDC classification: 330.0151
Contents:
Ch. I. A History of the Idea of Unobserved Components in the Analysis of Economic Time Series -- Ch. II. Introduction to the Theory of Stationary Time Series -- Ch. III. The Spectral Representation and Its Estimation -- Ch. IV. Formulation and Analysis of Unobserved-Components Models -- Ch. V. Elements of the Theory of Prediction and Extraction -- Ch. VI. Formulation of Unobserved-Components Models and Canonical Forms -- Ch. VII. Estimation of Unobserved-Components and Canonical Models -- Ch. VIII. Appraisal of Seasonal Adjustment Techniques -- Ch. IX. On the Comparative Structure of Serial Dependence in Some U.S. Price Series -- Ch. X. Formulation and Estimation of Mixed Moving-Average Autoregressive Models for Single Time Series: Examples -- Ch. XI. Formulation and Estimation of Multivariate Mixed Moving-Average Autoregressive Time-Series Models -- Ch. XII. Formulation and Estimation of Unobserved-Components Models: Examples -- Ch. XIII. Application to the Formulation of Distributed-Lag Models -- Ch. XIV. A Time-Series Model of the U.S. Cattle Industry -- Appendix A: The Work of Buys Ballot -- Appendix B: Some Requisite Theory of Functions of a Complex Variable -- Appendix C: Fourier Series and Analysis -- Appendix D: Whittle's Theorem -- Appendix E: Inversion of Tridiagonal Matrices and a Method for Inverting Toeplitz Matrices -- Appendix F: Spectral Densities, Actual and Theoretical, Eight Series -- Appendix G: Derivation of a Distributed-Lag Relation between Sales and Production: A Simple Example.
Holdings
Item type Home library Call number Status Date due Barcode Item holds
Two Week Loan de Havilland Learning Resources Centre
Main Shelves
330.0182 NER (Browse shelf(Opens below)) Available 440339544X
Total holds: 0

## Enhanced descriptions from Syndetics:

Previous ed.: 1979.

Ch. I. A History of the Idea of Unobserved Components in the Analysis of Economic Time Series -- Ch. II. Introduction to the Theory of Stationary Time Series -- Ch. III. The Spectral Representation and Its Estimation -- Ch. IV. Formulation and Analysis of Unobserved-Components Models -- Ch. V. Elements of the Theory of Prediction and Extraction -- Ch. VI. Formulation of Unobserved-Components Models and Canonical Forms -- Ch. VII. Estimation of Unobserved-Components and Canonical Models -- Ch. VIII. Appraisal of Seasonal Adjustment Techniques -- Ch. IX. On the Comparative Structure of Serial Dependence in Some U.S. Price Series -- Ch. X. Formulation and Estimation of Mixed Moving-Average Autoregressive Models for Single Time Series: Examples -- Ch. XI. Formulation and Estimation of Multivariate Mixed Moving-Average Autoregressive Time-Series Models -- Ch. XII. Formulation and Estimation of Unobserved-Components Models: Examples -- Ch. XIII. Application to the Formulation of Distributed-Lag Models -- Ch. XIV. A Time-Series Model of the U.S. Cattle Industry -- Appendix A: The Work of Buys Ballot -- Appendix B: Some Requisite Theory of Functions of a Complex Variable -- Appendix C: Fourier Series and Analysis -- Appendix D: Whittle's Theorem -- Appendix E: Inversion of Tridiagonal Matrices and a Method for Inverting Toeplitz Matrices -- Appendix F: Spectral Densities, Actual and Theoretical, Eight Series -- Appendix G: Derivation of a Distributed-Lag Relation between Sales and Production: A Simple Example.

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