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Synopsis
Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they pose many challenges to economists and econometricians. This book provides a thorough review of the recent developments in the econometric analysis of seasonal time series. It is designed for an audience of specialists in economic time series analysis and advanced graduate students. It is the most comprehensive and balanced treatment of the subject since the mid-1980s.
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Review
"The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes." Mathematical Reviews
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- PublisherCambridge University Press
- Publication date2001
- ISBN 10 052156588X
- ISBN 13 9780521565882
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages252
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
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The Econometric Analysis of Seasonal Time Series - Foreword by Thomas J. Sargent
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sehr gut erh/ very good condition, 228 S., Paperback, kart. Mit einem Vorwort des Wirtschafts-Nobelpreisträgers 2011, T.J. Sargent. themes in modern econometrics Gramm 600. Seller Inventory # 58577
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
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Econometric Analysis of Seasonal Time Series
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Econometric Analysis of Seasonal Time Series
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The Econometric Analysis of Seasonal Time Series
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The Econometric Analysis of Seasonal Time Series (Themes in Modern Econometrics)
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