The Econometric Analysis of Seasonal Time Series (Paperback) (ISBN-13: 9780521565882)

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. It is designed for an audience of specialists in economic time series analysis and advanced graduate students. It is the most comprehensive and balanced treatment of the subject since the mid-1980s.

Author: Eric Ghysels, Denise R. Osborn
ISBN-10: 052156588X
ISBN-13: 9780521565882
Publisher: Cambridge University Press
Language: English
Published: 06/18/2001
Pages: 252
Format: Paperback
Weight: 0.82lbs
Size: 9.00h x 6.00w x 0.57d