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Titlebook: Notes on Economic Time Series Analysis: System Theoretic Perspectives; Masanao Aoki Book 1983 Springer-Verlag Berlin Heidelberg 1983 Proba

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書目名稱Notes on Economic Time Series Analysis: System Theoretic Perspectives
編輯Masanao Aoki
視頻videohttp://file.papertrans.cn/669/668251/668251.mp4
叢書名稱Lecture Notes in Economics and Mathematical Systems
圖書封面Titlebook: Notes on Economic Time Series Analysis: System Theoretic Perspectives;  Masanao Aoki Book 1983 Springer-Verlag Berlin Heidelberg 1983 Proba
描述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 the
出版日期Book 1983
關鍵詞Probability distribution; Series; Time; Time series; Variance; Zeitreihenanalyse; correlation; principal co
版次1
doihttps://doi.org/10.1007/978-3-642-45565-0
isbn_softcover978-3-540-12696-6
isbn_ebook978-3-642-45565-0Series ISSN 0075-8442 Series E-ISSN 2196-9957
issn_series 0075-8442
copyrightSpringer-Verlag Berlin Heidelberg 1983
The information of publication is updating

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0075-8442 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 spr
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Time Series Representation,, information contained in data is summarized by sequences of covariance matrices Λ.,. = E(y.y.′). We attempt to duplicate the covariance matrix sequence of a given time series by solutions of a difference equation with zero-mean and finite covariance stochastic processes as inputs.
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Masanao Aoki advancement of the com- munities and states within which they work. Although several of the chapters in this volume are aimed at research/teaching universities, much of what is presented throughout can be generalized to all of postsecondary education. Little attention, however, is given to the role of higher978-94-010-5310-5978-94-011-2950-3
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Masanao Aokiion as articulated in the popular image..Therein lies the paradox: How can the widely held image of American colleges as places of student engagement and opportunity be reconciled with the reported reality of organizational life in those institutions?
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