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Synopsis
The treatment offers a thorough review of developments in econometric analysis of seasonal time series.
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Review
"The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes." Mathematical Reviews
Book Description
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.
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Econometric Analysis of Seasonal Time Series
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Cambridge University Press, New York, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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Hardcover. Condition: Good. Ex-library w/usual stamps & stickers. Pages clean & bright; binding tight; very minor wear to covers. 228 pages. Illustrated. Size: 6" x 9". Seller Inventory # S197-051489
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
Published by
Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
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Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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The Econometric Analysis of Seasonal Time Series
Published by
Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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Condition: New. Print on Demand pp. 252 9:B&W 6 x 9 in or 229 x 152 mm Case Laminate on Creme w/Gloss Lam. Seller Inventory # 7686149
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The Econometric Analysis of Seasonal Time Series
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Cambridge University Press CUP, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
Published by
Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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Condition: New. The treatment offers a thorough review of developments in econometric analysis of seasonal time series. Series: Themes in Modern Econometrics. Num Pages: 252 pages, 15 b/w illus. 2 tables. BIC Classification: KCHS; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 17. Weight in Grams: 465. . 2001. Illustrated. hardcover. . . . . Seller Inventory # V9780521562607
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The Econometric Analysis of Seasonal Time Series
Published by
Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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The Econometric Analysis of Seasonal Time Series
Published by
Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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The Econometric Analysis of Seasonal Time Series (Hardcover)
Published by
Cambridge University Press, Cambridge, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
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First Edition
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Hardcover. Condition: new. Hardcover. 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. The treatment offers a review of developments in econometric analysis of seasonal time series. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521562607
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
Published by
Cambridge University Press, 2001
ISBN 10: 0521562600
ISBN 13: 9780521562607
New
Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. The treatment offers a thorough review of developments in econometric analysis of seasonal time series. Series: Themes in Modern Econometrics. Num Pages: 252 pages, 15 b/w illus. 2 tables. BIC Classification: KCHS; PBT. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 17. Weight in Grams: 465. . 2001. Illustrated. hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9780521562607