Periodicity and Stochastic Trends in Economic Time Series |
|
| Author:
| Franses, Philip Hans |
| Series title: | Advanced Texts in Econometrics Ser. |
| ISBN: | 978-0-19-877454-9 |
| Publication Date: | Oct 1996 |
| Publisher: | Oxford University Press, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $70.00 |
Book Description:
|
This work is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). The book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.
This work is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). The book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.