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Więcej informacji o Econometric Analysis of Seasonal Time Series

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Opis

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.

Szczegóły książki

Kategoria Książki po angielsku Economics, finance, business & management Economics Econometrics

• Pełny tytuł: Econometric Analysis of Seasonal Time Series
• Autor: Ghysels, Eric (University of North Carolina, Chapel Hill), Denise R. (University of Manchester) Osborn
• Język: Angielski
• Oprawa: Miękka
• Liczba stron: 252
• EAN: 9780521565882
• ISBN: 052156588X
• ID: 02035451
• Wydawca: Cambridge University Press
• Waga: 352 g
• Wymiary: 229 × 153 × 15 mm
• Data wydania: 18. June 2001

Ulubione w innej kategorii

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