Modelling Seasonality, 9780198773184
Paperback
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.

Modelling Seasonality

$170.88

  • Paperback

    482 pages

  • Release Date

    20 August 1992

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Summary

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 p…

Book Details

ISBN-13:9780198773184
ISBN-10:0198773188
Series:Advanced Texts in Econometrics
Author:Hylleberg
Publisher:Oxford University Press
Imprint:Oxford University Press
Format:Paperback
Number of Pages:482
Release Date:20 August 1992
Weight:821g
Dimensions:235mm x 157mm x 28mm
What They're Saying

Critics Review

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 JournalThe 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

About The Author

Hylleberg

S. Hylleberg is at University of Aarhus.

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