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Econometric Analysis of Seasonal Time Series

Eric Ghysels, Denise R. Osborn
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      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.
      Format: CONTRIBUTORS: Eric Ghysels, Denise R. Osborn EAN: 9780521565882 COUNTRY: United Kingdom PAGES: WEIGHT: 350 g HEIGHT: 228 cm
      PUBLISHED BY: Cambridge University Press DATE PUBLISHED: 2001-06-18 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics WIDTH: 154 cm SPINE:

      Book Themes:

      Econometrics and economic statistics, Probability and statistics

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      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.
      Format: CONTRIBUTORS: Eric Ghysels, Denise R. Osborn EAN: 9780521565882 COUNTRY: United Kingdom PAGES: WEIGHT: 350 g HEIGHT: 228 cm
      PUBLISHED BY: Cambridge University Press DATE PUBLISHED: 2001-06-18 CITY: GENRE: BUSINESS & ECONOMICS / Econometrics WIDTH: 154 cm SPINE:

      Book Themes:

      Econometrics and economic statistics, Probability and statistics

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