The econometric analysis of seasonal time series

Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they pose many challenges to economists and econometricians. This book provides a thorough review of the recent developments in the econometric ana...

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Библиографические подробности
Главный автор: Ghysels, Eric
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Опубликовано: New York Cambridge University Press 2001
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