Periodic Time Series Models

ISBN-13: 9780199242023 / Angielski / Twarda / 2004 / 168 str.

Philip H. Franses; Richard Paap; Richard Paap

Opis

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.

O autorze

Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at Erasmus University, Rotterdam. He is the author of a number of books, including Periodicity and Stochastic Trends in Economic Time Series (OUP, 1996). Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam.