The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
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Author
Publication
2001-06-18 - Cambridge University Press
Language
English
Word Count
62,500 words, Guess
Page Count
250 pages
Physical Format
Hardcover
Identifiers
- Internet Archiveeconometricanaly0000ghys
- ISBN-100521562600
- ISBN-139780521562607
- Goodreads3715839
- Library of Congress Control Number00063070
and 3 more
- OCLC Control Number44802828
- Better World Books9780521562607
- Open LibraryOL7746462M
Classifications
- LCCHB139 .G49 2001
- LCCHB 139 G49 2001
Description
"In this book, 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 stationary and 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."--BOOK JACKET.
First Sentence
Economic time series are usually recorded at some fixed time interval.
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