Overview

In this edition which has been reprinted with corrections, Nerlove and his co-authors illustrate techniques of spectral analysis and methods based on parametric models in the analysis of economic time series. The book provides a means and a method for incorporating economic intuition and theory in the formulation of time-series models useful in forecasting, in the formulation and estimation of distributed lag models, and in other applications, such as seasonal adjustment. Analysis of Economic Time Series is a useful primary text for graduate students and an attractive reference for researchers.

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9780125157513

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"""The authors clearly reveal their mastery of the area."" --TECHNOMETRICS ""Besides offering the convenience of a one-volume collection, the books format provides the authors with the opportunity to engage in discursive essays, which are often insightful and stimulating... The balance between theory and examples makes it an attractive book for use in a special topics course."" --JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION"

The authors clearly reveal their mastery of the area. --TECHNOMETRICS Besides offering the convenience of a one-volume collection, the books format provides the authors with the opportunity to engage in discursive essays, which are often insightful and stimulating... The balance between theory and examples makes it an attractive book for use in a special topics course. --JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

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