<図書>
Periodic time series models
責任表示 | Philip Hans Franses and Richard Paap |
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シリーズ | Advanced texts in econometrics |
データ種別 | 図書 |
出版情報 | Oxford : Oxford University Press , 2004 |
本文言語 | 英語 |
大きさ | xiv, 147 p. : ill. ; 24 cm |
概要 | An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas...as seasonal time series; periodic time series models; periodic integration; and periodic cointegration. The analysis from the inclusion of many new empirical examples and results. An insightful and up-to-date study of the use of periodic models in the description and forecasting of economic data. Incorporating recent developments in the field, the authors investigate such areas as seasonal time series; periodic time series models; periodic integration; and periodic cointegration. The analysis from the inclusion of many new empirical examples and results. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hbk | 理系図3F 数理独自 | FRAN/145/4 | 2004 |
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023212004002820 |
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書誌詳細
一般注記 | Includes bibliographical references (p. 131-140) and indexes |
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著者標目 | *Franses, Philip Hans Paap, Richard |
件 名 | LCSH:Econometric models LCSH:Time-series analysis |
分 類 | DC21:330.015195 |
書誌ID | 1001405556 |
ISBN | 019924202X |
NCID | BA66795998 |
巻冊次 | : hbk ; ISBN:019924202X : pbk ; ISBN:0199242038 |
NBN | BA2V4957 |
登録日 | 2009.11.02 |
更新日 | 2009.11.02 |