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The Econometric Analysis of Seasonal Time Series

By: Eric Ghysels,Denise R. Osborn

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The Econometric Analysis of Seasonal Time Series

By: Eric Ghysels,Denise R. Osborn

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.

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Page Count

258

Publisher

Cambridge University Press

Published Date

ISBN 10

052156588X

ISBN 13

9780521565882

The Econometric Analysis of Seasonal Time Series

By: Eric Ghysels,Denise R. Osborn

Write a review Read reviews Take a Quiz Solve Book Puzzle

The Econometric Analysis of Seasonal Time Series

By: Eric Ghysels,Denise R. Osborn

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.

Average ratings

N/A

5

0%

4

0%

3

0%

2

0%

1

0%

Solve jigsaw puzzle

Age

Page Count

258

Publisher

Cambridge University Press

Published Date

ISBN 10

052156588X

ISBN 13

9780521565882