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Modelling seasonality

Svend Hylleberg

New York Oxford University Press 1992

Localização: FEA - Fac. Econ. Adm. e Contab.    (330.015195 M689 ) e outros locais(Acessar)

  • Título:
    Modelling seasonality
  • Autor: Svend Hylleberg
  • Assuntos: Seasonal variations (Economics) -- Econometric models; Seasonal variations (Economics) -- Mathematical models; ECONOMETRIA; MODELOS MATEMÁTICOS; Econometrics
  • Notas: Includes bibliographical references and indexes
  • Descrição: The historical perspective / S. Hylleberg -- Seasonal adjustment and relations between variables / K.F. Wallis -- Seasonality in regression / C.A. Sims -- Issues involved with the seasonal adjustment of economic time series / W .R. Bell and S.C.Hillmer -- Analysis of port pricing of halibut : theoretical considerations and empirical results / J. Crutchfield and A. Zellner -- A study toward a dynamic theory of seasonality for economic time series / E. Ghysels -- Seasonality and habitpersistence in a life cycle model of consumption / D.R. Osborn -- Seasonality, cost shocks, and the production smoothing model of inventories / J.A. Miron and S.P. Zeldes -- The X-11 method / S. Hylleberg -- Unobserved-components models forseasonal adjustment filters / P. Burridge and K.F. Wallis -- Estimating structural models of seasonality / R.F. Engle -- An ARIMA-model-based approach to seasonal adjustment / S.C. H illmer and G.C. Tiao
    Forecasting economic time series with structural and box-Jenkins models : a case study / A.C. Harvey and P.H.J. Todd -- A prototypical seasonal adjustment model / A. Maravall and D.A. Pierce -- Seasonal adjustment and Kalman fi ltering : extensionto periodic variances / P. Burridge and K.F. Wallis -- Testing for unit roots in seasonal time series / D.A. Dickey, D.P. Hasza, and W.A. Fuller -- Seasonal integration and cointegration / S. Hylleberg ... [e t al.] -- Seasonality and the orderof integration for consumption / D.R. Osborn ... [et al.]
  • Títulos relacionados: Série:Advanced texts in econometrics
  • Editor: New York Oxford University Press
  • Data de publicação: 1992
  • Formato: vi, 476 p. ill. 24 cm.
  • Idioma: Inglês

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