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Periodic Time Series Models - Advanced Texts in Econometrics Franses, Philip Hans (, Econometric Institute, Erasmus University, Rotterdam)
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Periodic Time Series Models - Advanced Texts in Econometrics
Franses, Philip Hans (, Econometric Institute, Erasmus University, Rotterdam)
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.
162 pages, Figures Tables
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 3, 2004 |
| ISBN13 | 9780199242030 |
| Publishers | Oxford University Press |
| Pages | 164 |
| Dimensions | 156 × 234 × 9 mm · 240 g |
| Language | English |
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