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Economic Time Series: Modeling and Seasonality 1.º edición
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Economic Time Series: Modeling and Seasonality
Edited to ensure a unified viewpoint with common notation and cross-referencing, this practical volume on econometrics focuses on the key topics of seasonality and modeling. It covers frequency domain properties of signal extraction filters, the Akaike Information Criterion and model selection criteria, and more.
554 pages, 146 black & white illustrations, 89 black & white tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 19 de marzo de 2012 |
| ISBN13 | 9781439846575 |
| Editores | Taylor & Francis Inc |
| Páginas | 556 |
| Dimensiones | 163 × 235 × 30 mm · 900 g |
| Lengua | Inglés |
| Editor | Bell, William R. (U.S. Census Bureau, Washington, D.C., USA) |
| Editor | Holan, Scott H. (University of Missouri, Columbia, USA) |
| Editor | McElroy, Tucker S. (U.S. Census Bureau, Washington, D.C., USA) |
