The econometric analysis of seasonal time series:
Eric Ghysels and Denise R. Osborn provide 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 nonstationary se...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2001
|
| Schriftenreihe: | Themes in modern econometrics
|
| Schlagworte: | |
| Online-Zugang: | BSB01 UBG01 Volltext |
| Zusammenfassung: | Eric Ghysels and Denise R. Osborn provide 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 nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xxi, 228 pages) |
| ISBN: | 9781139164009 |
| DOI: | 10.1017/CBO9781139164009 |
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| illustrated | Not Illustrated |
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| isbn | 9781139164009 |
| language | English |
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| spelling | Ghysels, Eric 1956- Verfasser aut The econometric analysis of seasonal time series Eric Ghysels, Denise R. Osborn Cambridge Cambridge University Press 2001 1 online resource (xxi, 228 pages) txt rdacontent c rdamedia cr rdacarrier Themes in modern econometrics Title from publisher's bibliographic system (viewed on 05 Oct 2015) Eric Ghysels and Denise R. Osborn provide 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 nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students Econometrics Time-series analysis Ökonometrie (DE-588)4132280-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Ökonometrie (DE-588)4132280-0 s 1\p DE-604 Osborn, Denise R. Sonstige oth Erscheint auch als Druckausgabe 978-0-521-56260-7 Erscheint auch als Druckausgabe 978-0-521-56588-2 https://doi.org/10.1017/CBO9781139164009 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ghysels, Eric 1956- The econometric analysis of seasonal time series Econometrics Time-series analysis Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4067486-1 |
| title | The econometric analysis of seasonal time series |
| title_auth | The econometric analysis of seasonal time series |
| title_exact_search | The econometric analysis of seasonal time series |
| title_full | The econometric analysis of seasonal time series Eric Ghysels, Denise R. Osborn |
| title_fullStr | The econometric analysis of seasonal time series Eric Ghysels, Denise R. Osborn |
| title_full_unstemmed | The econometric analysis of seasonal time series Eric Ghysels, Denise R. Osborn |
| title_short | The econometric analysis of seasonal time series |
| title_sort | the econometric analysis of seasonal time series |
| topic | Econometrics Time-series analysis Ökonometrie (DE-588)4132280-0 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Econometrics Time-series analysis Ökonometrie Zeitreihenanalyse |
| url | https://doi.org/10.1017/CBO9781139164009 |
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