{"product_id":"economic-time-series-hardback","title":"Economic Time Series - Hardback","description":"\u003cp\u003e\u003cstrong\u003eEconomic Time Series: Modeling and Seasonality\u003c\/strong\u003e 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.\u003c\/p\u003e\u003cp\u003eFor easier perusal and absorption, the contents have been grouped into seven topical sections:\u003c\/p\u003e\u003cul\u003e \u003cp\u003e \u003c\/p\u003e \u003cli\u003e \u003cstrong\u003eSection I\u003c\/strong\u003e deals with periodic modeling of time series, introducing, applying, and comparing various seasonally periodic models\u003c\/li\u003e \u003cli\u003e \u003cstrong\u003eSection II\u003c\/strong\u003e examines the estimation of time series components when models for series are misspecified in some sense, and the broader implications this has for seasonal adjustment and business cycle estimation\u003c\/li\u003e \u003cli\u003e \u003cstrong\u003eSection III\u003c\/strong\u003e examines the quantification of error in X-11 seasonal adjustments, with comparisons to error in model-based seasonal adjustments\u003c\/li\u003e \u003cli\u003e \u003cstrong\u003eSection IV\u003c\/strong\u003e discusses some practical problems that arise in seasonal adjustment: developing asymmetric trend-cycle filters, dealing with both temporal and contemporaneous benchmark constraints, detecting trading-day effects in monthly and quarterly time series, and using diagnostics in conjunction with model-based seasonal adjustment\u003c\/li\u003e \u003cli\u003e \u003cstrong\u003eSection V\u003c\/strong\u003e explores outlier detection and the modeling of time series containing extreme values, developing new procedures and extending previous work\u003c\/li\u003e \u003cli\u003e \u003cstrong\u003eSection VI\u003c\/strong\u003e examines some alternative models and inference procedures for analysis of seasonal economic time series\u003c\/li\u003e \u003cli\u003e \u003cstrong\u003eSection VII\u003c\/strong\u003e deals with aspects of modeling, estimation, and forecasting for nonseasonal economic time series\u003c\/li\u003e \u003c\/ul\u003e\u003cp\u003eBy 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. \u003c\/p\u003e","brand":"Taylor \u0026 Francis","offers":[{"title":"Default Title","offer_id":45599620956398,"sku":"9781439846575","price":201.6,"currency_code":"AUD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0630\/9612\/7726\/files\/9781439846575.jpg?v=1721454375","url":"https:\/\/bookland.com.au\/products\/economic-time-series-hardback","provider":"Book Land AU","version":"1.0","type":"link"}