RECENT ADVANCES IN MODELLING SEASONALITY
综述了经济时间序列季节性建模的最新发展，重点介绍显式描述季节性变化的计量模型，包括单变量和多变量框架下的季节性单位根模型和周期参数模型，并辅以实证案例。
Abstract. In this paper we review recent developments in econometric modelling of economic time series with seasonality. The prime focus is on econometric models which incorporate explicit descriptions of seasonal variation, instead of removing this variation using a seasonal adjustment method. This review centres around developments in seasonal unit root models and in periodic parameter models, both in the univariate and multivariate context. Several empirical examples are used for illustration. We also discuss several areas for further research.