Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series,

Economic and financial time series feature important seasonal fluctuations. Despite their regular and predictable patterns over the year, month or week, they po

The Econometric Analysis of Time Series focuses on the statistical aspects of model building, with an emphasis on providing an understanding of the main ideas a

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares student

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobe