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Periodic Time Series Models, 9780199242023
Hardcover
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.

Periodic Time Series Models

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$246.11

  • Hardcover

    162 pages

  • Release Date

    25 March 2004

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Summary

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 expanding series in which leading econometri…

Book Details

ISBN-13:9780199242023
ISBN-10:019924202X
Series:Advanced Texts in Econometrics
Author:Richard Paap, Philip Hans Franses
Publisher:Oxford University Press
Imprint:Oxford University Press
Format:Hardcover
Number of Pages:162
Release Date:25 March 2004
Weight:401g
Dimensions:241mm x 162mm x 15mm
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About The Author

Richard Paap

Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at Erasmus University, Rotterdam. He is the author of a number of books, including Periodicity and Stochastic Trends in Economic Time Series (OUP, 1996). Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam.

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