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|a HB141
|b .F72 2004eb
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|2 bisacsh
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| 049 |
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|a HCDD
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| 100 |
1 |
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|a Franses, Philip Hans,
|d 1963-
|1 https://id.oclc.org/worldcat/entity/E39PBJjxw3KWKXQyq4gJbgrwmd
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| 245 |
1 |
0 |
|a Periodic time series models /
|c Philip Hans Franses and Richard Paap.
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| 260 |
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|a Oxford ;
|a New York :
|b Oxford University Press,
|c 2004.
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| 300 |
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|a 1 online resource (xiv, 147 pages) :
|b illustrations
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Advanced texts in econometrics
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| 504 |
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|a Includes bibliographical references and index.
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| 588 |
0 |
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|a Print version record.
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| 520 |
8 |
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|a In this insightful, modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
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| 505 |
0 |
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|a List of figures; List of tables; Notation and abbreviations; 1 Introduction; 1.1 Preliminaries; 1.2 Readership; 1.3 Why periodic models?; 1.4 Outline of this book; 2 Properties of seasonal time series; 2.1 Graphs and basic regressions; 2.2 Typical features of seasonal time series; 2.3 Summary and outlook; 3 Univariate periodic time series models; 3.1 Representation; 3.2 Stationarity in periodic autoregressions; 3.3 Model selection and parameter estimation; 3.4 Forecasting; 3.5 Effects of neglecting periodicity; 3.6 Periodic conditional heteroskedasticity; 3.7 Discussion
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| 505 |
8 |
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|a 4 Periodic models for trending data4.1 Representation of unit roots; 4.2 Intercepts and deterministic trends; 4.3 Testing for unit roots; 4.4 Forecasting trending time series; 4.5 Effects of neglecting periodicity; 4.6 Conclusion; 4.A EViews code; 5 Multivariate periodic time series models; 5.1 Notation and representation; 5.2 Useful representations in practice; 5.3 Cointegration testing-single-equation approach; 5.4 Cointegration testing-full-system approach; 5.5 Discussion; Appendix A: Critical values of the Dickey and Fuller statistics
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| 505 |
8 |
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|a Appendix B: Critical values of the Johansen trace statisticsAppendix C: Critical values of the Boswijk and Franses statistic; References; Author index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; R; S; T; V; W; Y; Subject index; A; C; D; E; F; G; H; I; J; M; N; P; R; S; T; U; V; W
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| 546 |
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|a English.
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| 650 |
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0 |
|a Econometric models.
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| 650 |
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0 |
|a Time-series analysis.
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| 650 |
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7 |
|a BUSINESS & ECONOMICS
|x Econometrics.
|2 bisacsh
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| 650 |
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7 |
|a BUSINESS & ECONOMICS
|x Statistics.
|2 bisacsh
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| 650 |
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7 |
|a Econometric models
|2 fast
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| 650 |
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7 |
|a Time-series analysis
|2 fast
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| 650 |
1 |
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|a Tijdreeksen.
|2 gtt
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| 700 |
1 |
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|a Paap, Richard.
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| 758 |
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|i has work:
|a Periodic time series models (Text)
|1 https://id.oclc.org/worldcat/entity/E39PCGJBHPP8QRkPQ7HxfKKFmm
|4 https://id.oclc.org/worldcat/ontology/hasWork
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| 776 |
0 |
8 |
|i Print version:
|a Franses, Philip Hans, 1963-
|t Periodic time series models.
|d Oxford ; New York : Oxford University Press, 2004
|z 019924202X
|z 0199242038
|w (DLC) 2004299057
|w (OCoLC)50494630
|
| 830 |
|
0 |
|a Advanced texts in econometrics.
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://academic.oup.com/book/10203
|y Click for online access
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|a OUP-SOEBA
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| 994 |
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|a 92
|b HCD
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