Nerlove, Marc; Grether, David M.; Carvalho, Jose L. 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 30 Documents MSC: 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 Keywords:prediction; simultaneous equations models; distributed-lag models; seasonal adjustment; unobserved-components models; ARIMA models; signal extraction methods × Cite Format Result Cite Review PDF