Periodicity and Stochastic Trends in Economic Time Series

Auteur: Franses, Philip Hans (Research Fellow, Research Fellow, Royal Netherlands Academy of Arts and Sciences)
Editeur: Oxford University Press
This is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). This book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.
Sur commande
This is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). This book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.
ISBN / EAN 9780198774549
Auteur Franses, Philip Hans (Research Fellow, Research Fellow, Royal Netherlands Academy of Arts and Sciences)
Editeur Oxford University Press