Periodic Time Series Models

Informationen zum Autor Philip Hans Franses is Professor of Applied Econometrics and Professor of Marketing Research at Erasmus University, Rotterdam. He is the author of a number of books, including Periodicity and Stochastic Trends in Economic Time Series (OUP, 1996).Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam. Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis 1: Introduction 2: Properties of Seasonal Time Series 3: Univariate Periodic Time Series Models 4: Periodic Models for Trending Data 5: Multivariate Periodic Time Series Models Appendix

Dettagli sul prodotto

• Autori: Philip Hans Franses, Philip Hans/ Paap Franses, Richard Paap, Paap Richard
• Editore: Oxford University Press
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 01.05.2004
• EAN: 9780199242030
• ISBN: 978-0-19-924203-0
• Pagine: 147
• Dimensioni: 159 mm x 229 mm x 13 mm
• Serie: Advanced Texts in Econometrics; Advanced Texts in Econometrics
• Categorie: Scienze sociali, diritto, economia > Economia > Altro; MATHEMATICS / Applied, BUSINESS & ECONOMICS / Econometrics, Applied mathematics, Econometrics, Econometrics and economic statistics