Modelling Seasonality (Advanced Texts in Econometrics) - Hardcover

Hardcover

ISBN 10: 019877317X ISBN 13: 9780198773177

Verlag: Oxford University Press, 1992

Inhaltsangabe

The realization among econometricians and applied economists that seasonal variation in many time series is often larger and less regular than has been supposed has recently led to an increased interest in seriously modelling seasonality. The relative size of seasonal variation also means that such modelling is of major economic interest. Important developments in modelling seasonality have occurred - the last ten years have seen improvements in the model-based procedures, the discovery of periodic models, seasonal integration and co-integration and in the development of economic theories of seasonality. This volume brings together some leading papers on the existing standard economic theory of seasonality as well as papers which apply newer statistical tools to the modelling of seasonal phenomena. In addition, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of recent developments.

Details zur Ausgabe

• Verlag: Oxford University Press
• Erscheinungsdatum: 1992
• Sprache: Englisch
• ISBN 10: 019877317X
• ISBN 13: 9780198773177
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 476
• Herausgeber: Hylleberg Svend
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italien