Online Public Access Catalogue (OPAC)
Library,Documentation and Information Science Division

“A research journal serves that narrow

borderland which separates the known from the unknown”

-P.C.Mahalanobis


Periodicity and stochastic trends in economic time series /



xii, 230 pages ; 24 cm. - (Advanced texts in econometrics ) Content notes : 1. Introduction --
2. Concepts in time series analysis --
3. An introduction to seasonal time series --
4. Seasonal adjustment --
5. Seasonal integration and cointegration --
6. Are seasons, trends, and cycles always independent? --
7. Periodic autoregressive time series models --
8. Periodic integration --
9. Periodic cointegration --
10. Conclusion. Time-series analysis. Stochastic analysis. Cycles.

Library, Documentation and Information Science Division, Indian Statistical Institute, 203 B T Road, Kolkata 700108, INDIA
Phone no. 91-33-2575 2100, Fax no. 91-33-2578 1412, ksatpathy@isical.ac.in