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, 1963-
Other Authors:	Paap, Richard
Format:	eBook
Language:	English
Language Notes:	English.
Published:	Oxford ; New York : Oxford University Press, 2004.
Series:	Advanced texts in econometrics.
Subjects:	Econometric models. Time-series analysis. Modèles économétriques. Série chronologique. BUSINESS & ECONOMICS > Econometrics. BUSINESS & ECONOMICS > Statistics. Econometric models Time-series analysis Tijdreeksen. Electronic books.
Online Access:	Connect to the full text of this electronic book