Economic time series

Economic time series modeling and seasonality / [electronic resource] : edited by William R. Bell, Scott H. Holan, Tucker S. McElroy. - Boca Raton, Fla. : CRC Press, c2012. - xvii, 535 p. : ill.

"A Chapman & Hall book."

Includes bibliographical references and index.

1. Periodic modeling of economic time series -- 2. Estimating time series components with misspecified models -- 3. Quantifying error in X-11 seasonal adjustments -- 4. Practical problems in seasonal adjustment -- 5. Outlier detection and modeling time series with extreme values -- 6. Alternative models for seasonal and other time series components -- 7. Modeling and estimation for nonseasonal economic time series.




Mode of access: World Wide Web.

9781439846582 (ebook : PDF)


Seasonal variations (Economics)--Mathematical models.
Time-series analysis--Mathematical models.
Econometrics.
Economics, Mathematical.


Electronic books.