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Item Details
| Title:
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MODELLING SEASONALITY
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| By: |
Svend Hylleberg (Editor) |
| Format: |
Paperback |
| List price:
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£80.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0198773188 |
| ISBN 13: |
9780198773184 |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Pub. date: |
20 August, 1992 |
| Series: |
Advanced Texts in Econometrics |
| Pages: |
482 |
| Description: |
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. |
| Synopsis: |
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 cointegration, 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 to the topics already mentioned, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of the most recent developments. |
| Illustrations: |
line drawings, tables |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Non-returnable |
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