Periodic Time Series Models

ISBN: 9780199242023 出版年：2004 页码：162 Franses, Philip Hans Paap, Richard Oxford University Press

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.