[PDF.92bi] Periodicity and Stochastic Trends in Economic Time Series (Advanced Texts in Econometrics)

Periodicity and Stochastic Trends in Economic Time Series (Advanced Texts in Econometrics)

[PDF.wh44] Periodicity and Stochastic Trends in Economic Time Series (Advanced Texts in Econometrics)

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 | #17828210 in Books |  Oxford University Press, USA |  1996-10-17 | Original language:English | PDF # 1 |  9.50 x.73 x6.38l, | File type: PDF | 248 pages

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|| ||"The book is at its best describing the complex possibilities that arise in periodic models with unit roots and describing and illustrating current techniques for discriminating among these possibilities. This material is pitched at a level that should be us

This text provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. The analysis considers econometric theory, Monte Carlo simulation and forecasting, and it is illuminated with empirical time series. The key feature of the proposed models is that changing seasonal fluctuations depend on the trend and business cycle fluctuations. In the case of such dependence, it is shown that seasonal adjustment leads to i...

You easily download any file type for your device.Periodicity and Stochastic Trends in Economic Time Series (Advanced Texts in Econometrics)   |  Philip Hans Franses. I was recommended this book by a dear friend of mine.

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