haku: @author Franses, P. / yhteensä: 9
viite: 7 / 9
| Tekijä: | Franses, P. |
| Otsikko: | Recent advances in modelling seasonality |
| Lehti: | Journal of Economic Surveys
1996 : SEP, VOL. 10:3, p. 299-346 |
| Asiasana: | ECONOMICS RESEARCH MODELS |
| Kieli: | eng |
| Tiivistelmä: | In this paper the author reviews recent developments in econometric modelling of economic time series with seasonability. The prime focus is on econometric models which incorporate explicit descriptions of seasonal variation, instead of removing this variation using a seasonal adjustment method. This review centres around developments in seasonal unit root models and in periodic parameter models, both in the univariate and multivariate context. Several empirical examples are used for illustration. The author also discusses several areas for further research. |
SCIMA