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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics) - Softcover

 
9780521565882: The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)

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

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"The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes." Mathematical Reviews

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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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9780521562607: The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)

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sehr gut erh/ very good condition, 228 S., Paperback, kart. Mit einem Vorwort des Wirtschafts-Nobelpreisträgers 2011, T.J. Sargent. themes in modern econometrics Gramm 600. Seller Inventory # 58577

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Paperback. Condition: new. Paperback. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521565882

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