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The Econometric Analysis of Seasonal Time Series

by Eric Ghysels , Thomas J. Sargent , Denise R. Osborn
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Current price ₹5,612.00
Original price ₹5,720.00
Original price ₹5,720.00
Original price ₹5,720.00
(-2%)
₹5,612.00
Current price ₹5,612.00

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Book cover type: Paperback
  • ISBN13: 9780521565882
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 252
  • Original Price: GBP 44.0
  • Language: English
  • Edition: N/A
  • Item Weight: 372 grams
  • BISAC Subject(s): Econometrics

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. It is designed for an audience of specialists in economic time series analysis and advanced graduate students. It is the most comprehensive and balanced treatment of the subject since the mid-1980s.

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