The econometric analysis of seasonal time series / Eric Ghysels, Denise R. Osborn.
"In this book, 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 lin...
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Full Text (via Cambridge) |
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Format: | Electronic eBook |
Language: | English |
Published: |
New York :
Cambridge University Press,
2001.
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Series: | Themes in modern econometrics.
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