Periodic time series models

In this insightful, 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

Bibliographic Details
Main Author: Franses, Philip Hans
Other Authors: Paap, Richard
Format: eBook
Language:English
Published: Oxford Oxford University Press 2004, 2004
Series:Advanced texts in econometrics / Advanced texts in econometrics
Subjects:
Online Access:
Collection: Oxford University Press - Collection details see MPG.ReNa
Description
Summary:In this insightful, 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
Physical Description:xiv, 147 p. ill
ISBN:9780191601286