Analysis of Economic Time Series. A Synthesis

Content: 
Front Matter, Page iii
Copyright, Page iv
Dedication, Page v
PREFACE, Pages xiii-xvi
Chapter I - A HISTORY OF THE IDEA OF UNOBSERVED COMPONENTS IN THE ANALYSIS OF ECONOMIC TIME SERIES, Pages 1-21
Chapter II - INTRODUCTION TO THE THEORY OF STATIONARY TIME SERIES, Pages 22-36
Chapter III - THE SPECTRAL REPRESENTATION AND ITS ESTIMATION, Pages 37-68
Chapter IV - FORMULATION AND ANALYSIS OF UNOBSERVED-COMPONENTS MODELS, Pages 69-85
Chapter V - ELEMENTS OF THE THEORY OF PREDICTION AND EXTRACTION, Pages 86-102
Chapter VI - FORMULATION OF UNOBSERVED-COMPONENTS MODELS AND CANONICAL FORMS, Pages 103-119
Chapter VII - ESTIMATION OF UNOBSERVED-COMPONENTS AND CANONICAL MODELS, Pages 120-146
Chapter VIII - APPRAISAL OF SEASONAL ADJUSTMENT TECHNIQUES, Pages 147-171
Chapter IX - ON THE COMPARATIVE STRUCTURE OF SERIAL DEPENDENCE IN SOME U.S. PRICE SERIES, Pages 172-200
Chapter X - FORMULATION AND ESTIMATION OF MIXED MOVING-AVERAGE AUTOREGRESSIVE MODELS FOR SINGLE TIME SERIES: EXAMPLES, Pages 201-228
Chapter XI - FORMULATION AND ESTIMATION OF MULTIVARIATE MIXED MOVING-AVERAGE AUTOREGRESSIVE TIME-SERIES MODELS, Pages 229-260
Chapter XII - FORMULATION AND ESTIMATION OF UNOBSERVED-COMPONENTS MODELS: EXAMPLES, Pages 261-290
Chapter XIII - APPLICATION TO THE FORMULATION OF DISTRIBUTED-LAG MODELS, Pages 291-326
Chapter XIV - A TIME-SERIES MODEL OF THE U.S. CATTLE INDUSTRY, Pages 327-353
Appendix A - THE WORK OF BUYS BALLOT, Pages 354-360
Appendix B - SOME REQUISITE THEORY OF FUNCTIONS OF A COMPLEX VARIABLE, Pages 361-379
Appendix C - FOURIER SERIES AND ANALYSIS, Pages 380-412
Appendix D - WHITTLE\'S THEOREM, Pages 413-415
Appendix E - INVERSION OF TRIDIAGONAL MATRICES AND A METHOD FOR INVERTING TOEPLITZ MATRICES, Pages 416-421
Appendix F - SPECTRAL DENSITIES, ACTUAL AND THEORETICAL, EIGHT SERIES, Pages 422-430
Appendix G - DERIVATION OF A DISTRIBUTED-LAG RELATION BETWEEN SALES AND PRODUCTION: A SIMPLE EXAMPLE, Pages 431-436
REFERENCES, Pages 437-447
AUTHOR INDEX, Pages 449-452
SUBJECT INDEX, Pages 453-468
ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS, Pages ibc1-ibc2