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9781439846575

Economic Time Series: Modeling and Seasonality

by ;
  • ISBN13:

    9781439846575

  • ISBN10:

    143984657X

  • Format: Hardcover
  • Copyright: 2012-03-19
  • Publisher: Chapman & Hall

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Supplemental Materials

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Summary

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.

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The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

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