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

by Philip Hans Franses, Richard (, Faculty Of Economics, Erasmus University, Rotterdam) Paap e Philip Hans (, Econometric Institute, Erasmus University, Rotterdam) Franses

Property Description
ISBN: 9780199242023
Publisher: Oxford University Press
Release Date: March of 2004
Language: English
Cover: Hardcover
Pages: 162
Format: Book
Collection: Advanced Texts In Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780199242023

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