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Více informací o knize Econometric Analysis of Seasonal Time Series

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Economics Econometrics

• Plný název: Econometric Analysis of Seasonal Time Series
• Autor: Ghysels, Eric (University of North Carolina, Chapel Hill), Denise R. (University of Manchester) Osborn
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 252
• EAN: 9780521562607
• ISBN: 0521562600
• ID: 02035320
• Nakladatelství: Cambridge University Press
• Hmotnost: 54 g
• Rozměry: 229 × 152 × 18 mm
• Datum vydání: 18. June 2001

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