Periodic Time Series Models
Language: English
Published by Oxford University Press, GB, 2004
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 227.60
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Add to basketItem description from seller
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. Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
Seller Inventory # LU-9780199242023
- Title
- Periodic Time Series Models
- Author
- Philip Hans Franses, Richard Paap
- Publisher
- Oxford University Press, GB
- Publication year
- 2004
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 019924202X
- ISBN 13
- 9780199242023
- Item weight
- 401 grams
- Series
- Book 18 of 26: Advanced Texts in Econometrics
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.
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.
"Synopsis" may belong to another edition of this title.
About the Author
Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam.
"About the title" may belong to another edition of this title.
Rarewaves.com USA
London, London, United Kingdom
AbeBooks seller since June 11, 2025
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