Das Buch ist derzeit nicht auf Lager
Periodicity and Stochastic Trends in Economic Time Series
Autoren
Mehr zum Buch
Focusing on periodic integration and cointegration, this book explores models for economic time series affected by seasonal variations and stochastic trends. It highlights the necessity of a seasonally varying differencing filter to address trends and allows for seasonal variation in cointegration parameters. The text emphasizes practical econometric models that reflect economic behavior and includes a thorough analysis of econometric theory, Monte Carlo simulations, and forecasting, supported by empirical examples. It reveals how seasonal adjustments can yield misleading results when seasonal fluctuations are influenced by underlying trends and business cycles.
Buchkauf
Periodicity and Stochastic Trends in Economic Time Series, Philip Hans Franses
- Sprache
- Erscheinungsdatum
- 1996
Wir benachrichtigen dich per E-Mail.
Lieferung
Zahlungsmethoden
Deine Änderungsvorschläge
- Titel
- Periodicity and Stochastic Trends in Economic Time Series
- Sprache
- Englisch
- Autor*innen
- Philip Hans Franses
- Verlag
- OUP Oxford
- Erscheinungsdatum
- 1996
- Einband
- Paperback
- Seitenzahl
- 244
- ISBN13
- 9780198774549
- Kategorie
- Wirtschaft
- Beschreibung
- Focusing on periodic integration and cointegration, this book explores models for economic time series affected by seasonal variations and stochastic trends. It highlights the necessity of a seasonally varying differencing filter to address trends and allows for seasonal variation in cointegration parameters. The text emphasizes practical econometric models that reflect economic behavior and includes a thorough analysis of econometric theory, Monte Carlo simulations, and forecasting, supported by empirical examples. It reveals how seasonal adjustments can yield misleading results when seasonal fluctuations are influenced by underlying trends and business cycles.