The econometric analysis of seasonal time series /
Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary se...
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| Main Authors: | , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge :
Cambridge University Press,
2001.
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| Series: | Themes in modern econometrics.
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| Subjects: | |
| Online Access: | CONNECT |
