Seasonality in regression /

Seasonality in Regression presents the problems of seasonality in economic regression models. This book discusses the procedures that may have application in practical econometric work. Organized into eight chapters, this book begins with an overview of the tremendous increase in the computational c...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Hylleberg, Svend
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Orlando : Academic Press, 1986.
Colección:Economic theory, econometrics, and mathematical economics.
Temas:
Econometric models.
Time-series analysis.
Seasonal variations (Economics) > Econometric models.
Mod�eles �econom�etriques.
S�erie chronologique.
Variations saisonni�eres (�Economie politique) > Mod�eles �econom�etriques.
Econometric models
Seasonal variations (Economics) > Econometric models
Time-series analysis
S�eries chronologiques.
Variations saisonni�eres (�economie politique) > Mod�eles math�ematiques.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Chapter 1. Introduction and Historical Perspective
  • Chapter 2. The Definition of Seasonality
  • Chapter 3. Evaluation Criteria for Seasonal Adjustment Procedures
  • Chapter 4. The Errors-in-Variables Model
  • Chapter 5. The Errors-in-Variables Model: Application of Officially Adjusted Series
  • Chapter 6. The Time-Varying Parameter Model
  • Chapter 7. The Integrated Econometric Time-Series Procedure
  • Chapter 8. Conclusions
  • Appendix A: Other Officially Applied Seasonal Adjustment Methods: A Survey
  • Appendix B: The Autocovariance Generating Functions of ARMA Models
  • Appendix C: A Tool Kit for the Formulation of Univariate and Multivariate Time-Series Models
  • Appendix D: A Collection of Time Series Used in the Applications.

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