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Periodic Time Series Models

Periodic Time Series Models

Paperback

Series: Advanced Texts in Econometrics

Economics

ISBN10: 0199242038
ISBN13: 9780199242030
Publisher: OUP Oxford
Published: Jun 3 2004
Pages: 168
Weight: 0.53
Height: 0.35 Width: 6.14 Depth: 9.21
Language: English
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.

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