Periodic Time Series Models. Advanced Texts in Econometrics |
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| Author:
| Paap, Richard |
| Series title: | Advanced Texts in Econometrics Ser. |
| ISBN: | 978-1-281-19083-3 |
| Publication Date: | Jan 2004 |
| Publisher: | Oxford University Press
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| Book Format: | Ebook |
| List Price: | USD $168.75 |
Book Description:
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In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.