Publication

2001-06-18 - Cambridge University Press

Language

English

Word Count

62,500 words, Guess

Page Count

250 pages

Physical Format

Hardcover

Identifiers

and 3 more

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.

Subjects

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