Compartir
Periodic Time Series Models (Advanced Texts in Econometrics) (en Inglés)
Philip Hans Franses; Richard Paap (Autor)
·
Oxford University Press
· Tapa Blanda
Periodic Time Series Models (Advanced Texts in Econometrics) (en Inglés) - Philip Hans Franses; Richard Paap
$ 362.989
$ 725.977
Ahorras: $ 362.989
Elige la lista en la que quieres agregar tu producto o crea una nueva lista
✓ Producto agregado correctamente a la lista de deseos.
Ir a Mis Listas
Origen: Estados Unidos
(Costos de importación incluídos en el precio)
Se enviará desde nuestra bodega entre el
Lunes 01 de Julio y el
Lunes 15 de Julio.
Lo recibirás en cualquier lugar de Colombia entre 1 y 5 días hábiles luego del envío.
Reseña del libro "Periodic Time Series Models (Advanced Texts in Econometrics) (en Inglés)"
This book considers periodic time series models for seasonal data, characterized by parameters that differ across the seasons, and focuses on their usefulness for out-of-sample forecasting. Providing an up-to-date survey of the recent developments in periodic time series, the book presents a large number of empirical results. The first part of the book deals with model selection, diagnostic checking and forecasting of univariate periodic autoregressive models. Tests for periodic integration, are discussed, and an extensive discussion of the role of deterministic regressors in testing for periodic integration and in forecasting is provided. The second part discusses multivariate periodic autoregressive models. It provides an overview of periodic cointegration models, as these are the most relevant. This overview contains single-equation type tests and a full-system approach based on generalized method of moments. All methods are illustrated with extensive examples, and the book will be of interest to advanced graduate students and researchers in econometrics, as well as practitioners looking for an understanding of how to approach seasonal data.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
Todos los libros de nuestro catálogo son Originales.
El libro está escrito en Inglés.
La encuadernación de esta edición es Tapa Blanda.
✓ Producto agregado correctamente al carro, Ir a Pagar.