Central Bank of Nigeria Library

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The econometric analysis of seasonal time series / Eric Ghysels, Denise R. Osborn.

By: Contributor(s): Material type: TextTextSeries: Themes in modern econometricsPublication details: New York : Cambridge University Press, 2001.Description: xxi, 228 p. : ill. ; 24 cmISBN:
  • 9780521565882
  • 052156588X (pbk.)
  • 0521562600
Subject(s): DDC classification:
  • 330.01'5195 22
LOC classification:
  • HB139 .G49 2001
Online resources: Summary: 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.
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Item type Current library Call number Status Date due Barcode
Monograph & others Monograph & others CBN HQ Library 330.01'5195 GHY (Browse shelf(Opens below)) Available 31008100060835

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.

oif 05/05/15

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