The Econometric Analysis of Seasonal Time Series |
|
| Author:
| Ghysels, Eric
Osborn, Denise R. |
| Foreword by:
| Sargent, Thomas J. |
| Contribution by:
| Gourieroux, Christian
Phillips, Peter C. B.
Wickens, Michael
Smith, Richard J. |
| Series title: | Themes in Modern Econometrics Ser. |
| ISBN: | 978-0-521-56588-2 |
| Publication Date: | Jun 2001 |
| Publisher: | Cambridge University Press
|
| Book Format: | Paperback |
| List Price: | AUD $67.95 |
Book Description:
|
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.
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.