Book contents
- Frontmatter
- Contents
- Foreword by Thomas J. Sargent
- Preface
- List of Symbols and Notations
- 1 Introduction to Seasonal Processes
- 2 Deterministic Seasonality
- 3 Seasonal Unit Root Processes
- 4 Seasonal Adjustment Programs
- 5 Estimation and Hypothesis Testing with Unfiltered and Filtered Data
- 6 Periodic Processes
- 7 Some Nonlinear Seasonal Models
- Epilogue
- Bibliography
- Subject Index
- Author Index
Subject Index
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Foreword by Thomas J. Sargent
- Preface
- List of Symbols and Notations
- 1 Introduction to Seasonal Processes
- 2 Deterministic Seasonality
- 3 Seasonal Unit Root Processes
- 4 Seasonal Adjustment Programs
- 5 Estimation and Hypothesis Testing with Unfiltered and Filtered Data
- 6 Periodic Processes
- 7 Some Nonlinear Seasonal Models
- Epilogue
- Bibliography
- Subject Index
- Author Index
Summary
- Type
- Chapter
- Information
- The Econometric Analysis of Seasonal Time Series , pp. 223 - 224Publisher: Cambridge University PressPrint publication year: 2001