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`The volume as a whole constitutes an ideal source of reference relating to seasonality and the editor is to be congratulated on bringing this collection of articles together in one place.'The Economic Journal
`The collection, although readable to ordinary econometricians and statisticians, will be more beneficial to those who are more advanced. I would recommend that they have a copy on their shelves.'The Statistician
`This book is a collection of papers on some important developments in the modelling of seasonality that have occurred in the last 10-15 years ... The collection, although readable to ordinary econometricians and statisticians, will be more beneficial to those who are more advanced. I would recommend that they have a copy on their shelves.'Uma Moorthy, The Statistician
Reseña del editor:
`The collection, although readable to ordinary econometricians and statisticians, will be more beneficial to those who are more advanced. I would recommend that they have a copy on their shelves.'The Statistician
`This book is a collection of papers on some important developments in the modelling of seasonality that have occurred in the last 10-15 years ... The collection, although readable to ordinary econometricians and statisticians, will be more beneficial to those who are more advanced. I would recommend that they have a copy on their shelves.'Uma Moorthy, The Statistician
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.
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.
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- EditorialOUP Oxford
- Año de publicación1992
- ISBN 10 0198773188
- ISBN 13 9780198773184
- EncuadernaciónTapa blanda
- Número de páginas484
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Modelling Seasonality Advanced Texts in Econometrics
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Modelling Seasonality Advanced Texts in Econometrics
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OUP Oxford
(1992)
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ISBN 13: 9780198773184
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Descripción Paperback. Condición: new. Paperback. 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 basedprocedures, the discovery of periodic models, seasonal integration and cointegration, and in the development of economic theories of seasonality.This volume brings together someleading 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. A collection of papers on the existing standard economic theory of seasonality, and further studies which apply newer statistical tools to the modelling of seasonal phenomena. The X-11 method of seasonal adjustment is also considered. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780198773184
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Modelling Seasonality (Paperback)
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Oxford University Press, Oxford
(1992)
ISBN 10: 0198773188
ISBN 13: 9780198773184
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Descripción Paperback. Condición: new. Paperback. 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 basedprocedures, the discovery of periodic models, seasonal integration and cointegration, and in the development of economic theories of seasonality.This volume brings together someleading 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. A collection of papers on the existing standard economic theory of seasonality, and further studies which apply newer statistical tools to the modelling of seasonal phenomena. The X-11 method of seasonal adjustment is also considered. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780198773184
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