1. Introduction to seasonal processes; 2. Deterministic seasonality; 3. Seasonal unit root processes; 4. Seasonal adjustment programs; 5. Estimation and hypothesis testing with filtered data; 6. Periodic processes; 7. Some nonlinear seasonal models; 8. Epilogue.
The treatment offers a thorough review of developments in econometric analysis of seasonal time series.
"The authors have presented a coherent account of the current state of the econometric theory for analyzing seasonal time series processes." Mathematical Reviews
|
Ask a Question About this Product More... |
|
