Modelling Seasonality (Advanced Texts in Econometrics) - Softcover

Hylleberg, Svend

Softcover

ISBN 10: 0198773188 ISBN 13: 9780198773184

Verlag: OUP Oxford, 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 cointegration, and 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 to the topics already mentioned, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of the most recent developments.

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Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.

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Recently, econometrics and applied economists have realized that the seasonal variation in many economic time series is larger and much less regular than often assumed. The relative size of the seasonal variation also implies that such a modelling is of major economic interest.

Details zur Ausgabe

• Verlag: OUP Oxford
• Erscheinungsdatum: 1992
• Sprache: Englisch
• ISBN 10: 0198773188
• ISBN 13: 9780198773184
• Einband: Tapa blanda
• Anzahl der Seiten: 484
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Deutschland