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:
Online Access:Connect to the full text of this electronic book
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:1 online resource (xiv, 147 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:9780191529269
0191529265
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661119083X
1281190837
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