資料來源:
三民書局
The econometric analysis of seasonal time series
- 作者： Ghysels, Eric 1956-
- 其他作者：
- 其他題名：
- Themes in modern econometrics
- 出版： New York : Cambridge University Press
- 叢書名： Themes in modern econometrics
- 主題： Econometrics , Time-series analysis
- ISBN： 0521562600 (hbk.): US$70.00 、 052156588X (pb)
- 資料類型: 圖書
- 內容註: Includes bibliographical references (p. 207-221) and indexes
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讀者標籤：
- 系統號： 005241916 | 機讀編目格式
館藏資訊
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.