Periodic Time Series Models

by Richard Paap and Philip Hans Franses

Book Overview

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.

About the Series
Advanced Texts in Econometrics...

• Format: Paperback
• Language: English
• ISBN: 0199242038
• ISBN13: 9780199242030
• Release Date: June 2004
• Publisher: OUP Oxford
• Length: 168 Pages
• Weight: 0.53 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"