Modelling Seasonality - Rilegato

Rilegato

ISBN 10: 019877317X ISBN 13: 9780198773177

Casa editrice: Oxford Univ Pr, 1992

Riassunto

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 co-integration and in 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, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of recent developments.

Dettagli dell'edizione

• Editore: Oxford Univ Pr
• Data di pubblicazione: 1992
• Lingua: Inglese
• ISBN 10: 019877317X
• ISBN 13: 9780198773177
• Rilegatura: Copertina rigida
• Numero di pagine: 476
• Redattore: Hylleberg Svend
• Contatto del produttore: non disponibile
• Persona responsabile: Ufficio Anagrafiche Messaggerie; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; 20090; Italia