Econometric Analysis of Seasonal Time Series

Auteur: Ghysels, Eric (University of North Carolina, Chapel Hill)
Editeur: Cambridge University Press
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.
Sur commande
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 / EAN 9780521562607
Auteur Ghysels, Eric (University of North Carolina, Chapel Hill)
Editeur Cambridge University Press