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The Econometric Analysis of Seasonal Time Series on Hardback by Eric Ghysels
The Econometric Analysis of Seasonal Time Series on Hardback by Eric Ghysels
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The Econometric Analysis of Seasonal Time Series

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Description

Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
Release date NZ
June 18th, 2001
Audience
  • Professional & Vocational
Illustrations
2 Tables, unspecified; 15 Line drawings, unspecified
Pages
252
Dimensions
152x229x18
ISBN-13
9780521562607
Product ID
2160308

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