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Periodicity and Stochastic Trends in Economic Time Series - Advanced Texts in Econometrics Franses
Periodicity and Stochastic Trends in Economic Time Series - Advanced Texts in Econometrics
Franses
This 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). This book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.
230 pages, line figures, tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 15, 1996 |
| ISBN13 | 9780198774549 |
| Publishers | Oxford University Press |
| Pages | 242 |
| Dimensions | 156 × 232 × 14 mm · 372 g |
| Language | English |