The Econometric Analysis of Seasonal Time Series

Denise R. (University of Manchester) Osborn, Eric (University of North Carolina, Chapel Hill) Ghysels

Cambridge University Press, 2001

157,50 €On orderDelivery: 2-3 weeks

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.

ISBN-13
9780521562607
ISBN-10
0521562600
Publisher
Cambridge University Press
Year
2001
Publication date
2001-06-18
Pages
252
Dimensions
161x237x22
Weight
528