000			01477cam a2200277 a 4500
001			137903
003			ISI Library, Kolkata
005			20170911115043.0
008			960104s1996 nyu b 001 0 eng
020			_a9780198774549 (alk. paper)
040			_aISI Library
082	0	4	_a330.015195 _223 _bF835
100	1		_aFranses, Philip Hans, _eauthor
245	1	0	_aPeriodicity and stochastic trends in economic time series / _cPhilip Hans Franses.
260			_aOxford : _bOxford University Press, _c2003.
300			_axii, 230 pages ; _c24 cm.
490	0		_aAdvanced texts in econometrics
504			_aIncludes bibliographical references and indexes.
505	0		_a1. 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.
520			_aThis 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.
650		0	_aEconometrics.
650		0	_aTime-series analysis.
650		0	_aStochastic analysis.
650		0	_aCycles.
942			_2ddc _cBK
999			_c423867 _d423867