Economic Time Series: Modeling and Seasonality
William R. Bell, Scott H. Holan, Tucker S. McElroy
CRC Press, Mar 19, 2012 - Mathematics - 554 pages
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time series modeling and seasonal adjustment, as is reflected both in the contents of the chapters and in their authorship, with contributors coming from academia and government statistical agencies.
For easier perusal and absorption, the contents have been grouped into seven topical sections:
By presenting new methodological developments as well as pertinent empirical analyses and reviews of established methods, the book provides much that is stimulating and practically useful for the serious researcher and analyst of economic time series.