Periodic Time Series Models (English, Philip Hans Franses | Richard Paap | Richard Paap)
by Philip Hans Franses | Richard Paap | Richard Paap
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Book Details
Publisher
OUP Oxford
Language
English
ISBN-13
9780199242023
ISBN-10
019924202X
Author
Philip Hans Franses | Richard Paap | Richard Paap
About the Book
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 from the inclusion of many new empirical examples and results. Advanced Texts in Econometrics is a distinguished and rapidly expandi…
ISBN: 9780199242023
ISBN-13: 9780199242023
ISBN-10: 019924202X
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Product ID: isbn-9780199242023
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