- STAFF PICKS
- GIFTS + GIFT CARDS
- SELL BOOKS
- FIND A STORE
Currently out of stock.
available for shipping or prepaid pickup only
Economic Time Series: Modeling and Seasonalityby Scott H. Holan
Synopses & Reviews
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies.
For easier perusal and absorption, the contents have been grouped into seven topical sections:
By presenting new methodological developments as well as pertinent empirical analyses and reviews of established methods, the book provides much that is stimulating and practically useful for the serious researcher and analyst of economic time series.
Edited to ensure a unified viewpoint with common notation and cross-referencing, this practical volume on econometrics focuses on the key topics of seasonality and modeling. It covers frequency domain properties of signal extraction filters, the Akaike Information Criterion and model selection criteria, diagnostics for seasonal adjustment, calendar adjustments of seasonal time series, properties of forecast errors for models with misspecified regressors, and generalized airline models for modeling seasonality. Examples, case studies, data, and code are available on the book 's web page.
What Our Readers Are Saying
Business » General