TY  - BOOK
AU  - Franses,Philip Hans
TI  - Periodicity and stochastic trends in economic time series
T2  - Advanced texts in econometrics
SN  - 9780198774549 (alk. paper)
U1  - 330.015195 23
PY  - 2003///
CY  - Oxford
PB  - Oxford University Press
KW  - Econometrics
KW  - Time-series analysis
KW  - Stochastic analysis
KW  - Cycles
N1  - Includes bibliographical references and indexes; 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
N2  - This text provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. The analysis considers econometric theory, Monte Carlo simulation and forecasting, and it is illuminated with empirical time series
ER  -