ISBN-10:
0521562600
ISBN-13:
9780521562607
Pub. Date:
06/18/2001
Publisher:
Cambridge University Press
The Econometric Analysis of Seasonal Time Series

The Econometric Analysis of Seasonal Time Series

by Eric Ghysels, Denise R. Osborn

Hardcover

Current price is , Original price is $108.0. You
Select a Purchase Option
  • purchase options
    $88.02 $108.00 Save 19% Current price is $88.02, Original price is $108. You Save 19%.
  • purchase options

Overview

The Econometric Analysis of Seasonal Time Series

Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they pose many challenges to economists and econometricians. This book provides a thorough review of the recent developments in the econometric analysis of seasonal time series. It is designed for an audience of specialists in economic time series analysis and advanced graduate students. It is the most comprehensive and balanced treatment of the subject since the mid-1980s.

Product Details

ISBN-13: 9780521562607
Publisher: Cambridge University Press
Publication date: 06/18/2001
Series: Themes in Modern Econometrics Series
Pages: 252
Product dimensions: 5.98(w) x 8.98(h) x 0.67(d)

Table of Contents

1. Introduction to seasonal processes; 2. Deterministic seasonality; 3. Seasonal unit root processes; 4. Seasonal adjustment programs; 5. Estimation and hypothesis testing with filtered data; 6. Periodic processes; 7. Some nonlinear seasonal models; 8. Epilogue.

Customer Reviews

Most Helpful Customer Reviews

See All Customer Reviews