The Econometric Analysis of Seasonal Time Series
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Publication:2768498
DOI10.1017/CBO9781139164009zbMath0994.62086MaRDI QIDQ2768498
Denise R. Osborn, Eric Ghysels
Publication date: 3 February 2002
seasonality; seasonal adjustment; seasonal unit roots; deterministic seasonality; stochastic seasonality; nonlinear seasonal models
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
91B84: Economic time series analysis
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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