Periodic Time Series Models: Advanced Texts in Econometrics

Book Description
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 integration; and peroidic cointegration. The analysis from the inclusion of many new empirical examples and results.


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"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." All methods are illustrated with extensive examples, and the book will be invaluable to advanced graduate students and researchers in econometrics and to practitioners looking for an understanding of how to approach seasonal data.


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