The Econometric Analysis of Seasonal Time Series

Beschreibung

orig.wrappers An ink mark to bottom page-edge. Minor rubbing. VG. 23x15cm, xxi,228 pp., PAPERBACK. "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" - Publisher's description. An ink mark to bottom page-edge. Minor rubbing. VG.

Bestandsnummer des Verkäufers 006991

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Bibliografische Details

Titel

The Econometric Analysis of Seasonal Time Series

Verlag

Cambridge University Press (2001), Cambridge

Erscheinungsjahr

2001

Einband

Softcover

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