TY  - BOOK
AU  - Ghysels,Eric
AU  - Osborn,Denise R.
TI  - The econometric analysis of seasonal time series
SN  - 9780521565882
AV  - HB139 .G49 2001
U1  - 330.01'5195 22
PY  - 2001///
CY  - New York
PB  - Cambridge University Press
KW  - Time-series analysis
KW  - Econometrics
N1  - Includes bibliographical references (p. 207-221) and indexes
N2  - 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.
UR  - http://www.loc.gov/catdir/toc/cam022/00063070.html
UR  - http://www.loc.gov/catdir/description/cam021/00063070.html
ER  -