The Econometric Analysis of Seasonal Time Series
Eric Ghysels and
Denise Osborn ()
in Cambridge Books from Cambridge University Press
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.
References: Add references at CitEc
Citations: View citations in EconPapers (139) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Book: The Econometric Analysis of Seasonal Time Series (2001)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:cup:cbooks:9780521562607
Ordering information: This item can be ordered from
http://www.cambridge ... p?isbn=9780521562607
Access Statistics for this book
More books in Cambridge Books from Cambridge University Press
Bibliographic data for series maintained by Ruth Austin (). This e-mail address is bad, please contact .