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Periodic Time Series Models by Philip Hans Franses, Richard Paap, Richard Paap

Periodic Time Series Models

by Philip Hans Franses , Richard Paap , Richard Paap
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Book cover type: Hardcover
  • ISBN13: 9780199242023
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: OUP Oxford
  • Publisher Imprint: OUP Oxford
  • Publication Date:
  • Pages: 168
  • Original Price: USD 200.0
  • Language: English
  • Edition: N/A
  • Item Weight: 409 grams
  • BISAC Subject(s): Econometrics

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.

Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.


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

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