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This item is printed to order. Items which are printed to order are normally despatched and charged within 5-10 days.

Published: 25 March 2004

162 Pages | numerous figures & tables


ISBN: 9780199242023

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Periodic Time Series Models

Philip Hans Franses and Richard Paap

Advanced Texts in Econometrics

  • Provides an up-to-date survey of periodic time series models for seasonal data.
  • Investigates such areas as seasonal time series; periodic time series models; periodic integration; and periodic cointegration.
  • Contains many contemporary empirical examples and results.

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