The Econometric Analysis of Seasonal Time Series
9780521565882 Themes in Modern Econometrics Heftet
18.06.2001
Engelsk
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The Econometric Analysis of Seasonal Time Series
Osborn, Denise R. Ghysels, Eric
Themes in Modern Econometrics
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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.
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