Periodicity and stochastic trends in economic time series /
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| Author / Creator: | Franses, Philip Hans, 1963- |
|---|---|
| Imprint: | Oxford ; New York : Oxford University Press, 1996. |
| Description: | xii, 230 p. |
| Language: | English |
| Series: | Advanced texts in econometrics |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2534538 |
Table of Contents:
- 1. Introduction
- 2. Concepts in Time Series Analysis
- 3. An introduction to seasonal time series
- 4. Seasonal adjustment
- 5. Seasonal integration and cointegration
- 6. Are seasons, trends, and cycles always independent?
- 7. Periodic autoregressive time series models
- 8. Periodic integration
- 9. Periodic cointegration
- 10. Conclusion
- Data Appendix