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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2001
|
| Series: | Themes in modern econometrics
|
| Subjects: | |
| Online Access: | BSB01 UBG01 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 online resource (xxi, 228 pages) |
| ISBN: | 9781139164009 |
| DOI: | 10.1017/CBO9781139164009 |
Staff View
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043918686 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161202s2001 |||| o||u| ||||||eng d | ||
| 020 | |a 9781139164009 |c Online |9 978-1-139-16400-9 | ||
| 024 | 7 | |a 10.1017/CBO9781139164009 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9781139164009 | ||
| 035 | |a (OCoLC)967398654 | ||
| 035 | |a (DE-599)BVBBV043918686 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-473 | ||
| 082 | 0 | |a 330/.01/5195 |2 21 | |
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 100 | 1 | |a Ghysels, Eric |d 1956- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The econometric analysis of seasonal time series |c Eric Ghysels, Denise R. Osborn |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2001 | |
| 300 | |a 1 online resource (xxi, 228 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Themes in modern econometrics | |
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 520 | |a 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 | ||
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Time-series analysis | |
| 650 | 0 | 7 | |a Ökonometrie |0 (DE-588)4132280-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | 1 | |a Ökonometrie |0 (DE-588)4132280-0 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Osborn, Denise R. |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-56260-7 |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-56588-2 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9781139164009 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029327768 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9781139164009 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9781139164009 |l UBG01 |p ZDB-20-CBO |q UBG_PDA_CBO |x Verlag |3 Volltext | |
Record in the Search Index
| _version_ | 1804176837303074816 |
|---|---|
| any_adam_object | |
| author | Ghysels, Eric 1956- |
| author_facet | Ghysels, Eric 1956- |
| author_role | aut |
| author_sort | Ghysels, Eric 1956- |
| author_variant | e g eg |
| building | Verbundindex |
| bvnumber | BV043918686 |
| classification_rvk | QH 237 |
| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9781139164009 (OCoLC)967398654 (DE-599)BVBBV043918686 |
| dewey-full | 330/.01/5195 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330/.01/5195 |
| dewey-search | 330/.01/5195 |
| dewey-sort | 3330 11 45195 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781139164009 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02840nmm a2200517zc 4500</leader><controlfield tag="001">BV043918686</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161202s2001 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781139164009</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-139-16400-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9781139164009</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9781139164009</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)967398654</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043918686</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-473</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330/.01/5195</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Ghysels, Eric</subfield><subfield code="d">1956-</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The econometric analysis of seasonal time series</subfield><subfield code="c">Eric Ghysels, Denise R. Osborn</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xxi, 228 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Themes in modern econometrics</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Time-series analysis</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Ökonometrie</subfield><subfield code="0">(DE-588)4132280-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Osborn, Denise R.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-56260-7</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-56588-2</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9781139164009</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029327768</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781139164009</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781139164009</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBG_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043918686 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:38:31Z |
| institution | BVB |
| isbn | 9781139164009 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029327768 |
| oclc_num | 967398654 |
| open_access_boolean | |
| owner | DE-12 DE-473 DE-BY-UBG |
| owner_facet | DE-12 DE-473 DE-BY-UBG |
| physical | 1 online resource (xxi, 228 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Themes in modern econometrics |
| 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 |
| work_keys_str_mv | AT ghyselseric theeconometricanalysisofseasonaltimeseries AT osborndeniser theeconometricanalysisofseasonaltimeseries |