Econometric analysis of seasonal time series, the
Auteur :
Ghysels, Eric / Osborn, Denise R.
Éditeur :
Cambridge University Press
ISBN :
9780521562607
Date de publication :
18 juin 2001
Dimensions :
22,9 x 15,2 x 1,8 cm
Poids :
540 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.