عنوان
پدید آورنده
موضوع
رده
HB139 .G49 2001
HB139
.
G49
2001
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0521562600
(Number (ISBN
052156588X (pb)
(Number (ISBN
9780521562607
(Number (ISBN
9780521565882 (pb)
NATIONAL BIBLIOGRAPHY NUMBER
Number
dltt
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
The econometric analysis of seasonal time series /
General Material Designation
[Book]
First Statement of Responsibility
Eric Ghysels, Denise R. Osborn.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
New York :
Name of Publisher, Distributor, etc.
Cambridge University Press,
Date of Publication, Distribution, etc.
2001.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxi, 228 p. :
Other Physical Details
ill. ;
Dimensions
24 cm.
SERIES
Series Title
Themes in modern econometrics
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. 207-221) and indexes.
CONTENTS NOTE
Text of Note
Introduction to seasonal processes -- Deterministic seasonality -- Seasonal unit root processes -- Seasonal adjustment programs -- Estimation and hypothesis testing with unfiltered and filtered data -- Periodic processes -- Some nonlinear seasonal models.
0
SUMMARY OR ABSTRACT
Text of Note
"In this book, 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 stationary and 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."--BOOK JACKET.
TOPICAL NAME USED AS SUBJECT
Econometrics.
Time-series analysis.
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HB139
Book number
.
G49
2001
PERSONAL NAME - PRIMARY RESPONSIBILITY
Ghysels, Eric,1956-
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Osborn, Denise R.
ORIGINATING SOURCE
Date of Transaction
20140220050216.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
