Periodic Time Series Models
$131.95
- Paperback
164 pages
- Release Date
25 March 2004
Summary
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results.The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodicautoregressive models. Tests for periodic integration, ar…
Book Details
| ISBN-13: | 9780199242030 |
|---|---|
| ISBN-10: | 0199242038 |
| Series: | Advanced Texts in Econometrics |
| Author: | Richard Paap, Philip Hans Franses |
| Publisher: | Oxford University Press |
| Imprint: | Oxford University Press |
| Format: | Paperback |
| Number of Pages: | 164 |
| Release Date: | 25 March 2004 |
| Weight: | 258g |
| Dimensions: | 234mm x 156mm x 10mm |
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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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