Economic time series : modeling and seasonality /: modeling and seasonality. (2012)

• Record Type: Book
• Further Information: Note: [edited by] William R. Bell, Scott H. Holan, and Tucker S. McElroy.
• Other Names: Bell, William R, 1943-; Holan, Scott H; McElroy, Tucker
• Contents: Front Cover; Contents; Preface; Editors; Contributors; Part I: Periodic Modeling of Economic Time Series; 1. A Multivariate Periodic Unobserved Components Time Series Analysis for Sectoral U.S. Employment; 2. Seasonal Heteroskedasticity in Time Series Data: Modeling, Estimation, and Testing; 3. Choosing Seasonal Autocovariance Structures: PARMA or SARMA?; Part II: Estimating Time Series Components with Misspecified Models; 4. Specification and Misspecification of Unobserved Components Models; 5. Error in Business Cycle Estimates Obtained from Seasonally Adjusted Data.
• Publisher Details: Boca Raton, FL : CRC Press
• Publication Date: 2012
• Extent: 1 online resource
• Subjects: 330.01/51955; Seasonal variations (Economics) -- Mathematical models; Time-series analysis -- Mathematical models; Econometrics; Economics, Mathematical; Economics; Seasons; Models, Econometric; Econometrics; Economics, Mathematical; Seasonal variations (Economics) -- Mathematical models; Time-series analysis -- Mathematical models; BUSINESS & ECONOMICS -- Econometrics; BUSINESS & ECONOMICS -- Statistics; Econometrics; Economics, Mathematical; Seasonal variations (Economics) -- Mathematical models; Time-series analysis -- Mathematical models; Electronic books
• Languages: English
• ISBNs: 9781439846582; 1439846588
• Related ISBNs: 9781439846575; 143984657X
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.