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.
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