Periodic Time Series Models (Advanced Texts in Econometrics)

by PhilipHansFranses (Author), RichardPaap (Author)

• New

  Hardcover
  2004

  $190.89

  In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.

• New

  Paperback
  2004

  $81.15

  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.