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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Bibliographic Details
Main Author: Ghysels, Eric
Format: Book
Language:Undetermined
Published: New York Cambridge University Press 2001
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Institutions: Trung tâm Học liệu Trường Đại học Cần Thơ