Periodicity and stochastic trends in economic time series
Auteur :
Franses
Éditeur :
Oxford University Press
ISBN :
9780198774549
Date de publication :
15 août 1996
Dimensions :
23,2 x 15,6 x 1,4 cm
Poids :
372 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). This book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.