The Econometric Analysis of Seasonal Time Series

DOI10.1017/CBO9781139164009zbMath0994.62086MaRDI QIDQ2768498

Publication date: 3 February 2002

seasonality seasonal adjustment seasonal unit roots deterministic seasonality stochastic seasonality nonlinear seasonal models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Economic time series analysis (91B84) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (56)

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