Periodic Time Series Models |
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| Author:
| Franses, Philip Hans
Paap, Richard |
| Series title: | Advanced Texts in Econometrics Ser. |
| ISBN: | 978-0-19-924203-0 |
| Publication Date: | Jun 2004 |
| Publisher: | Oxford University Press, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $95.00 |
Book Description:
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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 cointegration. The analysis benefits from the inclusion of many new empirical examples and results.
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 cointegration. The analysis benefits from the inclusion of many new empirical examples and results.