Ghysels, Eric, 1956-

The econometric analysis of seasonal time series / Eric Ghysels, Denise R. Osborn. - New York : Cambridge University Press, 2001. - xxi, 228 p. : ill. ; 24 cm. - Themes in modern econometrics .

Includes bibliographical references (p. 207-221) and indexes.

0521562600 052156588X (pb)


Econometrics.
Time-series analysis.


BSABE

HB139 / .G49 2001