Title: Modelling seasonality /
Authors: Hylleberg, Svend.
Publisher: Oxford University Press,
Year: 1992
Subjects: Seasonal variations (Economics) Econometric models.; Seasonal variations (Economics) Mathematical models.
Contents: The historical perspective / S. Hylleberg -- Seasonal adjustment and relations between variables / K.F. Wallis -- Seasonality in regression / C.A. Sims -- Issues involved with the seasonal adjustment of economic time series / W.R. Bell and S.C. Hillmer -- Analysis of port pricing of halibut : theoretical considerations and empirical results / J. Crutchfield and A. Zellner -- A study toward a dynamic theory of seasonality for economic time series / E. Ghysels -- Seasonality and habit persistence in a life cycle model of consumption / D.R. Osborn -- Seasonality, cost shocks, and the production smoothing model of inventories / J.A. Miron and S.P. Zeldes -- The X-11 method / S. Hylleberg -- Unobserved-components models for seasonal adjustment filters / P. Burridge and K.F. Wallis -- Estimating structural models of seasonality / R.F. Engle -- An ARIMA-model-based approach to seasonal adjustment / S.C. Hillmer and G.C. Tiao.