Modelling Seasonality - Couverture rigide

Hylleberg, Svend

Couverture rigide

ISBN 10 : 019877317X ISBN 13 : 9780198773177

Editeur : Oxford University Press, 1992

Synopsis

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 co-integration 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, it presents and discusses the X-11 method of seasonal adjustment and the introduction includes a description and assessment of recent developments.

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

`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

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 1992
• Langue: anglais
• ISBN 10: 019877317X
• ISBN 13: 9780198773177
• Reliure: Relié
• Nombre de pages: 482
• Coordonnées du fabricant: non disponible
• Personne responsable: Messaggerie Libri; ufficio.anagrafiche@meli.it; ; Via Verdi, 8; Assago Milano; Italie