0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Buy Now

Periodicity and Stochastic Trends in Economic Time Series (Paperback, New) Loot Price: R1,209
Discovery Miles 12 090
You Save: R398 (25%)
Periodicity and Stochastic Trends in Economic Time Series (Paperback, New): Philip Hans Franses

Periodicity and Stochastic Trends in Economic Time Series (Paperback, New)

Philip Hans Franses

Series: Advanced Texts in Econometrics

 (sign in to rate)
List price R1,607 Loot Price R1,209 Discovery Miles 12 090 | Repayment Terms: R113 pm x 12* You Save R398 (25%)

Bookmark and Share

Expected to ship within 12 - 17 working days

This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic behaviour. The analysis considers econometric theory, Monte Carlo simulation, and forecasting, and it is illustrated with numerous empirical time series. A 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 inappropriate results.
About the Series
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.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Series: Advanced Texts in Econometrics
Release date: August 1996
First published: August 1996
Authors: Philip Hans Franses (Research Fellow)
Dimensions: 232 x 156 x 14mm (L x W x T)
Format: Paperback
Pages: 242
Edition: New
ISBN-13: 978-0-19-877454-9
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Promotions
LSN: 0-19-877454-0
Barcode: 9780198774549

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

The South African Informal Sector…
Frederick Fourie Paperback R290 R227 Discovery Miles 2 270
Essential Mathematics for Economics and…
T. Bradley Paperback R1,678 Discovery Miles 16 780
Basic mathematics for economics students…
Derek Yu Paperback R345 R319 Discovery Miles 3 190
Introductory Econometrics - A Modern…
Jeffrey Wooldridge Hardcover R1,341 R1,165 Discovery Miles 11 650
Operations and Supply Chain Management
James Evans, David Collier Hardcover R1,371 R1,189 Discovery Miles 11 890
Operations And Supply Chain Management
David Collier, James Evans Hardcover R1,394 R1,207 Discovery Miles 12 070
On the Cusp - From Population Boom to…
Charles S. Pearson Hardcover R1,180 Discovery Miles 11 800
Matching, Regression Discontinuity…
Myoung-Jae Lee Hardcover R3,795 Discovery Miles 37 950
Design and Analysis of Time Series…
Richard McCleary, David McDowall, … Hardcover R3,326 Discovery Miles 33 260
Financial and Macroeconomic…
Francis X. Diebold, Kamil Yilmaz Hardcover R3,612 Discovery Miles 36 120
E.Europe Russia & C Asia 2001
Europa Publications Hardcover R10,219 Discovery Miles 102 190
Statistics for Business and Economics…
Paul Newbold, William Carlson, … Paperback R2,454 Discovery Miles 24 540

See more

Partners