Analysis of economic time series. A synthesis. (English) Zbl 0473.62077

Economic Theory, Econometrics, and Mathematical Economics. New York - San Francisco - London: Academic Press, A Subsidiary of Harcourt Brace Jovanovich, Publishers. XVI, 468 p. $ 29.50 (1979).


62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P20 Applications of statistics to economics
62-02 Research exposition (monographs, survey articles) pertaining to statistics
62M15 Inference from stochastic processes and spectral analysis
62M20 Inference from stochastic processes and prediction
62G10 Nonparametric hypothesis testing