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The Econometric Analysis of Seasonal Time Series by Denise R. Osborn, Eric Ghysels (Paperback, 2001)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
Cambridge University Press
ISBN-13
9780521565882
eBay Product ID (ePID)
94998140

Product Key Features

Book Title
The Econometric Analysis of Seasonal Time Series
Author
Denise R. Osborn, Eric Ghysels
Format
Paperback
Language
English
Topic
Economics, Mathematics
Publication Year
2001
Type
Textbook
Number of Pages
252 Pages

Dimensions

Item Height
229mm
Item Width
152mm
Item Weight
350 g

Additional Product Features

Title_Author
Denise R. Osborn, Eric Ghysels
Series Title
Themes in Modern Econometrics
Country/Region of Manufacture
United Kingdom

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