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1. 

   Periodicity and Stochastic Trends in Economic Time Series

   Av Franses

   Häftad, 1996

   803 kr

   Lägg i varukorg

   This book provides a self-contained account of periodic models for seasonally observed economic time series with stochastic trends. Two key concepts are periodic integration and periodic cointegration. Periodic integration implies that a seasonally varying differencing filter is required to remove …