ENGLISH

Periodic Time Series Models (Advanced Texts in Econometrics)

By Philip H. Franses , Richard Paap

Book information

Year
2004
ISBN
019924202X, 9781429420372, 9780199242030, 9780199242023, 0199242038
LCC
HB141 .F72 2004
Open Library ID
OL22590700M
Language
english
Format
PDF
Filesize
7 MB (7135174 bytes)
Pages
164\162
Scanned
yes
Time added
2011-06-04 13:46:07

Description

In this 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.

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