Contact
Comment faire ses achats
Livraison
Guide d'achat
Econometric Analysis of Seasonal Time Series
Anglais
350 b
common.delivery_to
Politique de retour sous 30 jours
Ceci pourrait également vous intéresser
/
Livre de poche
21.72
€
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 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.
À propos du livre
Anglais
