Periodic Time Series Models
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Periodic Time Series Models by Philip Hans Franses
Book DescriptionIn 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.
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Book DetailsISBN: 9780199242023
(241mm x 162mm x 14mm)
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 25-Mar-2004
Country of Publication: United Kingdom
Books By Author Philip Hans Franses
Expert Adjustments of Model Forecasts, Hardback (October 2014)
Brings together current theoretical insights and new empirical results to examine expert adjustment of model forecasts from an econometric perspective.
Time Series Models for Business and Economic Forecasting, Paperback (April 2014)
Taking a practical approach, this updated and classroom-tested textbook prepares students to create effective forecasting models for business and economics.
Quantitative Models in Marketing Research, Paperback (June 2010)
This 2001 book presents important and practically relevant quantitative models used for marketing research.
Periodic Time Series Models, Paperback (March 2004)» View all books by Philip Hans Franses
This up-to-date study of the use of periodic models in the description and forecasting of economic data incorporates developments in the field. The authors investigate such areas as seasonal time series; periodic time series models; periodic integration; and periodic co integration.
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Author Biography - Philip Hans Franses
Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam.
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