Modelling Seasonality (Advanced Texts in Econometrics) - Softcover

Softcover

ISBN 10: 0198773188 ISBN 13: 9780198773184

Publisher: Oxford University Press, 1992

Synopsis

This volume brings together leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. It includes a discussion of the X-11 method of seasonal adjustment, as well as an assessment of recent developments in the field.

About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

About this title

About the Author

S. Hylleberg is at University of Aarhus.

From the Back Cover

Recently, econometrics and applied economists have realized that the seasonal variation in many economic time series is larger and much less regular than often assumed. The relative size of the seasonal variation also implies that such a modelling is of major economic interest.

Edition details

• Publisher: Oxford University Press
• Publication date: 1992
• Language: English
• ISBN 10: 0198773188
• ISBN 13: 9780198773184
• Binding: Paperback
• Edition number: 1
• Number of pages: 482
• Editor: Hylleberg Svend