Product Description
The Econometric Analysis of Seasonal Time Series
The treatment offers a thorough review of developments in econometric analysis of seasonal time series.
Eric Ghysels (Author), Denise R. Osborn (Author)
9780521565882, Cambridge University Press
Paperback / softback, published 18 June 2001
252 pages
22.8 x 15.4 x 1.6 cm, 0.35 kg
\""The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes.\""
Mathematical Reviews
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 ]
The Econometric Analysis of Seasonal Time Series Ghysels Osborn Paperback
The Econometric Analysis of Seasonal Time Series
The treatment offers a thorough review of developments in econometric analysis of seasonal time series.
Eric Ghysels (Author), Denise R. Osborn (Author)
9780521565882, Cambridge University Press
Paperback / softback, published 18 June 2001
252 pages
22.8 x 15.4 x 1.6 cm, 0.35 kg
\""The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes.\""
Mathematical Reviews
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 ]
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