ABSTRACT

Economic Time Series: Modeling and Seasonality 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 s

Periodic Modeling of Economic Time Series. Estimating Time Series Components with Misspecified Models. Quantifying Error in X-11 Seasonal Adjustments. Practical Problems in Seasonal Adjustment. Outlier Detection and Modeling Time Series with Extreme Values. Alternative Models for Seasonal and Other Time Series Components. Modeling and Estimation for Nonseasonal Economic Time Series.