The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
Publisher: Cambridge University Press
Published: June 18, 2001
Language: eng
Format: Hardcover
Number of pages: 250
ISBN-13: 9780521562607
Subjects: Economic statistics; Probability & statistics; General; Econometrics; Business & Economics; Business / Economics / Finance; Business/Economics; Time-series analysis; Economics - General; Business & Economics / Econometrics
First sentence: Economic time series are usually recorded at some fixed time interval.
Description: "In this book, 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 stationary and 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."--BOOK JACKET.