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Periodic Time Series Models
Philip H. Franses, Richard Paap, "Periodic Time Series Models"
Oxford University Press | 2004 | ISBN: 019924202X | 164 pages | PDF | 5 MB
Oxford University Press | 2004 | ISBN: 019924202X | 164 pages | PDF | 5 MB
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 integration; and peroidic cointegration. The analysis from the inclusion of many new empirical examples and results
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