Periodic Time Series Models: Advanced Texts in Econometrics

Periodic Time Series Models: Advanced Texts in Econometrics

by Philip Hans Franses, Richard Paap
     
 

ISBN-10: 0199242038

ISBN-13: 9780199242030

Pub. Date: 03/28/2004

Publisher: Oxford University Press

An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; periodic integration; and periodic integration; and peroidic cointegration. The analysis from the inclusion of many

Overview

An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; periodic integration; and periodic integration; and peroidic cointegration. The analysis from the inclusion of many new empirical examples and results.

Product Details

ISBN-13:
9780199242030
Publisher:
Oxford University Press
Publication date:
03/28/2004
Series:
Advanced Texts in Econometrics
Edition description:
New Edition
Pages:
147
Product dimensions:
6.14(w) x 9.21(h) x 0.35(d)

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