Book Review: Analysis of Economic Time Series: A Synthesis

Anderson T. W. (1971), The Statistical Analysis of Time Series. New York: John Wiley & Sons, Inc.

Box G. E. P. and Jenkins G. M. (1970), Time Series Analysis: Forecasting and Control. San Francisco: Holden-Day.

Fase M. M. G. , Koning J. , and Volgenant A. F. (1973), “An Experimental Look at Seasonal Adjustment: A Comparative Study of Nine Alternative Adjustment Methods,” De Economist, 121 (October), 441–80.

Granger C. W. J. and Anderson A. P. (1978), An Introduction to Bilinear Time Series Models. Gottingen: Vandenhoeck & Ruprecht.

Grether D. M. and Nerlove M. (1970), “Some Properties of Optimal Seasonal Adjustment,” Econometrica, 38, 682–703.

Hannan E. J. (1960), Time Series Analysis. London: Methuen.

Jenkins G. M. (1979), Practical Experiences with Modelling and Forecasting Time Series. St. Hellier: Gwilym Jenkins & Partners Ltd.

Quenouille M. H. (1957), The Analysis of Multiple Time-Series. London: Charles Griffin & Company Ltd.