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The Econometric Analysis of Seasonal Time Series

The Econometric Analysis of Seasonal Time Series

Paperback

Series: Themes in Modern Econometrics

EconomicsGeneral Mathematics

ISBN10: 052156588X
ISBN13: 9780521565882
Publisher: Cambridge University Press
Published: Jun 18 2001
Pages: 252
Weight: 0.82
Height: 0.57 Width: 6.00 Depth: 9.00
Language: English
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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