{"product_id":"notes-on-economic-time-series-analysis-system-theoretic-perspectives-9783540126966","title":"Notes on Economic Time Series Analysis: System Theoretic Perspectives","description":"\u003cp\u003e • Author(s): Masanao Aoki\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Economics - Theory\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eIn 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.\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45282482126999,"sku":"9783540126966","price":3672.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9783540126966.webp?v=1769302279","url":"https:\/\/atlanticbooks.com\/products\/notes-on-economic-time-series-analysis-system-theoretic-perspectives-9783540126966","provider":"Atlantic Books","version":"1.0","type":"link"}