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Published: 17 October 1996

248 Pages | 19 figures, 76 tables

ISBN: 9780198774549

Bookseller Code (06)

Periodicity and Stochastic Trends in Economic Time Series

Philip Hans Franses

Advanced Texts in Econometrics

This work is an advanced graduate textbook in econometrics. A large proportion of the data studied by econometricians are series of observations of the same variables made over time (time series). The book provides a comprehensive account of how to allow for seasonal fluctuations in these data by using periodic models.

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