Description - Periodic Time Series Models by Philip Hans Franses
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.
Buy Periodic Time Series Models by Philip Hans Franses from Australia's Online Independent Bookstore, Boomerang Books.
(241mm x 162mm x 15mm)
Oxford University Press
Publisher: Oxford University Press
Country of Publication:
Other Editions - Periodic Time Series Models by Philip Hans Franses
Book Reviews - Periodic Time Series Models by Philip Hans Franses
Author Biography - Philip Hans Franses
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.