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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Bibliographic Details
Main Author:	Hylleberg, Svend
Corporate Author:	ScienceDirect (Online service)
Format:	eBook
Language:	English
Published:	Orlando : Academic Press, 1986.
Series:	Economic theory, econometrics, and mathematical economics.
Subjects:	Econometric models. Time-series analysis. Seasonal variations (Economics) > Econometric models. Modèles économétriques. Série chronologique. Variations saisonnières (Économie politique) > Modèles économétriques. Econometric models Seasonal variations (Economics) > Econometric models Time-series analysis Séries chronologiques. Variations saisonnières (économie politique) > Modèles mathématiques. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

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.