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- catalog abstract ""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."--Jacket.".
- catalog contributor b12323345.
- catalog contributor b12323346.
- catalog created "2001.".
- catalog date "2001".
- catalog date "2001.".
- catalog dateCopyrighted "2001.".
- catalog description ""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."--Jacket.".
- catalog description "Includes bibliographical references (p. 207-221) and indexes.".
- catalog description "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.".
- catalog extent "xxi, 228 p. :".
- catalog identifier "0521562600".
- catalog identifier "052156588X (pb)".
- catalog isPartOf "Themes in modern econometrics".
- catalog issued "2001".
- catalog issued "2001.".
- catalog language "eng".
- catalog publisher "New York : Cambridge University Press,".
- catalog subject "330/.01/5195 21".
- catalog subject "Econometrics.".
- catalog subject "HB139 .G49 2001".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "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.".
- catalog title "The econometric analysis of seasonal time series / Eric Ghysels, Denise R. Osborn.".
- catalog type "text".