The econometric analysis of seasonal time series /
Ghysels, Eric, 1956-
The econometric analysis of seasonal time series / Eric Ghysels, Denise R. Osborn. - New York : Cambridge University Press, 2001. - xxi, 228 p. : ill. ; 24 cm. - Themes in modern econometrics .
Includes bibliographical references (p. 207-221) and indexes.
Provides 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 stationary and nonstationary seasonal stochastic processes.
9780521565882 052156588X (pbk.) 0521562600
00063070
Time-series analysis.
Econometrics.
HB139 / .G49 2001
330.01'5195
The econometric analysis of seasonal time series / Eric Ghysels, Denise R. Osborn. - New York : Cambridge University Press, 2001. - xxi, 228 p. : ill. ; 24 cm. - Themes in modern econometrics .
Includes bibliographical references (p. 207-221) and indexes.
Provides 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 stationary and nonstationary seasonal stochastic processes.
9780521565882 052156588X (pbk.) 0521562600
00063070
Time-series analysis.
Econometrics.
HB139 / .G49 2001
330.01'5195