Periodic Time Series Models

Philip Hans Franses, Richard Paap

Oxford University Press

2020

147 páginas

4h 54m

ISBN-13: 9780199242023

Inglês

Annotation 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.