Periodic time series models
Auteur :
Franses, Philip Hans / Paap, Richard
Éditeur :
Oxford University Press
ISBN :
9780199242030
Date de publication :
25 mars 2004
Dimensions :
23,4 x 15,6 x 1,0 cm
Poids :
258 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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 benefits from the inclusion of many new empirical examples and results.