Periodic Time Series Models by Philip Hans Franses
Look inside with Google Book Preview
Periodic Time Series Models
By Philip Hans Franses

Periodic Time Series Models

By (author) See other recent books by Philip Hans Franses See other recent books by Richard Paap
Format: Paperback

Normal Price: $111.95
Your Price: $100.76 AUD, inc. GST
Shipping: $7.95 per order
You Save: $11.19! (10% off normal price)
Plus...earn $5.04 in Boomerang Bucks
Availability: Available Available to Backorder, No Due Date for Supply, Not for Xmas



Periodic Time Series Models by Philip Hans Franses

Book Description

This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodic autoregressive models. Tests for periodic integration, are discussed, and an extensive discussion of the role of deterministic regressors in testing for periodic integration and in forecasting is provided. The second part discusses multivariate periodic autoregressive models. It provides an overview of periodic cointegration models, as these are the most relevant. This overview contains single-equation type tests and a full-system approach based on generalized method of moments. All methods are illustrated with extensive examples, and the book will be of interest to advanced graduate students and researchers in econometrics, as well as practitioners looking for an understanding of how to approach seasonal data.

Buy Periodic Time Series Models book by Philip Hans Franses from Australia's Online Bookstore, Boomerang Books.


Book Details

ISBN: 9780199242030
ISBN-10: 0199242038
Format: Paperback
(234mm x 156mm x 9mm)
Pages: 164
Imprint: Oxford University Press Inc
Publisher: Oxford University Press Inc
Publish Date: 25-Mar-2004
Country of Publication: United States

Other Editions...


Books By Author Philip Hans Franses

Expert Adjustments of Model Forecasts by 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 by Philip Hans Franses Time Series Models for Business and Economic Forecasting, Hardback (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 by Philip Hans Franses Quantitative Models in Marketing Research, Paperback (June 2010)

This 2001 book presents important and practically relevant quantitative models used for marketing research.

Econometric Methods with Applications in Business and Economics by Philip Hans Franses Econometric Methods with Applications in Business and Economics, Hardback (March 2004)

Providing an understanding and experience of econometrics, this book covers basic econometric methods and addresses the creative process of model building. Using examples and exercises, it focuses on regression and covers choice data and time series data. It is aimed at undergraduate students, new graduate students, and applied researchers.

» View all books by Philip Hans Franses

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Periodic Time Series Models book by Philip Hans Franses and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)

Write a book review


Author Biography - Philip Hans Franses

Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam.

Boomerang Bucks close

For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.

Recent books by Philip Hans Franses close
Expert Adjustments of Model Forecasts by Philip Hans Franses
Expert Adjustments of Model Forecasts by Philip Hans Franses
Time Series Models for Business and Economic Forecasting by Philip Hans Franses
Time Series Models for Business and Economic Forecasting by Philip Hans Franses
Quantitative Models in Marketing Research by Philip Hans Franses
Econometric Methods with Applications in Business and Economics by Philip Hans Franses
Periodic Time Series Models by Philip Hans Franses
Concise Introduction to Econometrics by Philip Hans Franses
Concise Introduction to Econometrics by Philip Hans Franses
Quantitative Models in Marketing Research by Philip Hans Franses
Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses
Non-Linear Time Series Models in Empirical Finance by Philip Hans Franses
Periodicity and Stochastic Trends in Economic Time Series by Philip Hans Franses
»
Recent books by Richard Paap close
Quantitative Models in Marketing Research by Richard Paap
Periodic Time Series Models by Richard Paap
Periodic Time Series Models by Richard Paap
Quantitative Models in Marketing Research by Richard Paap
»
BoomerangBooks.com.au close