Eric Ghysels, Thomas J. Sargent, Denise R. Osborn

The Econometric Analysis of Seasonal Time Series

• Broschiertes Buch

Produktbeschreibung

The treatment offers a thorough review of developments in econometric analysis of seasonal time series.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 252
• Erscheinungstermin: 30. Januar 2010
• Englisch
• Abmessung: 229mm x 152mm x 15mm
• Gewicht: 415g
• ISBN-13: 9780521565882
• ISBN-10: 052156588X
• Artikelnr.: 21477875

Inhaltsangabe

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.