The Econometric Analysis of Seasonal Time Series
Language: English
Published by Cambridge University Press, 2001
- Softcover
- Used
Seller: World of Books Inc, Montgomery, IL, U.S.A.World of Books Inc
AbeBooks seller since March 23, 2026
Condition: Used - Good
£ 18.02
Quantity: 1 available
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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.
Seller Inventory # CIN052156588XG
- Title
- The Econometric Analysis of Seasonal Time Series
- Author
- Eric Ghysels
- Publisher
- Cambridge University Press
- Publication year
- 2001
- Condition
- Good
- Binding
- Paperback
- Language
- English
- ISBN 10
- 052156588X
- ISBN 13
- 9780521565882
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World of Books Inc
Montgomery, IL, U.S.A.
AbeBooks seller since March 23, 2026
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