عنوان

The econometric analysis of seasonal time series /

شابک

0521562600

شابک

052156588X (pb)

شابک

9780521562607

شابک

9780521565882 (pb)

شماره

dltt

عنوان اصلي

The econometric analysis of seasonal time series /

نام عام مواد

[Book]

نام نخستين پديدآور

Eric Ghysels, Denise R. Osborn.

محل نشرو پخش و غیره

New York :

نام ناشر، پخش کننده و غيره

Cambridge University Press,

تاریخ نشرو بخش و غیره

2001.

نام خاص و کميت اثر

xxi, 228 p. :

ساير جزييات

ill. ;

ابعاد

24 cm.

عنوان فروست

Themes in modern econometrics

متن يادداشت

Includes bibliographical references (p. 207-221) and indexes.

متن يادداشت

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.

بدون عنوان

0

متن يادداشت

"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.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Time-series analysis.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Ghysels, Eric,1956-

مستند نام اشخاص تاييد نشده

Osborn, Denise R.

تاريخ عمليات

20140220050216.0

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y