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Periodic Time Series Models

Auteur: Franses, Philip Hans (Econometric Institute, Erasmus University, Rotterdam)
Editeur: Oxford University Press
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.
Sur commande
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.
ISBN / EAN 9780199242030
Auteur Franses, Philip Hans (Econometric Institute, Erasmus University, Rotterdam)
Editeur Oxford University Press