The Econometric Analysis of Seasonal Time Series by Eric Ghysels

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The Econometric Analysis of Seasonal Time Series by Eric Ghysels

Regular price $125.00
Condition - New
40+ In stock
Regular price $125.00
Condition - New
40+ In stock

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Summary

Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they pose many challenges to economists and econometricians. This book provides a thorough review of the recent developments in the econometric analysis of seasonal time series.

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The Econometric Analysis of Seasonal Time Series by Eric Ghysels

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.
"The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes" Mathematical Reviews
SKU NIN9780521562607
ISBN 13 9780521562607
ISBN 10 0521562600
Title The Econometric Analysis of Seasonal Time Series
Author Eric Ghysels
Series Themes In Modern Econometrics
Condition New
Publisher Cambridge University Press
Year published 2001-06-18
Number of pages 252
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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