OUP Oxford
Periodic Time Series Models (English, Philip Hans Franses | Richard Paap | Richard Paap)
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Product Description
About the Book
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 from the inclusion of many new empirical examples and results. Advanced Texts in Econometrics is a distinguished and rapidly expandi…
ISBN: 9780199242023
Book Specifications
| ISBN-13 | 9780199242023 |
| ISBN-10 | 019924202X |
| Publisher | OUP Oxford |
| Category | OUP Oxford |
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