Isbn: 9780521562607 - the econometric analysis of seasonal time series (themes in modern econometrics) (4 Ergebnisse)

Zustand: New. In English.

Zustand: New. The treatment offers a thorough review of developments in econometric analysis of seasonal time series. Series: Themes in Modern Econometrics. Num Pages: 252 pages, 15 b/w illus. 2 tables. BIC Classification: KCHS; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 17. Weight in Grams: 465. . 2001. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…

Hardcover. Zustand: Brand New. 1st edition. 228 pages. 9.50x6.50x0.75 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…