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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Bibliographic Details
Online Access: Full Text (via Cambridge)
Main Author: Ghysels, Eric, 1956-
Other Authors: Osborn, Denise R.
Format: Electronic eBook
Language:English
Published: New York : Cambridge University Press, 2001.
Series:Themes in modern econometrics.
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