Periodic Time Series Models

Erscheinungsjahr 2004
ISBN: 978-0-19-924202-3
Verlag: OUP Oxford

Buch, Englisch, 162 Seiten, Print PDF, Format (B × H): 161 mm x 240 mm, Gewicht: 417 g

In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.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

Autoren/Hrsg.

Franses, Philip Hans

Paap, Richard

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

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

Über Autor(innen)

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.