How Long to Read Periodicity and Stochastic Trends in Economic Time Series

How Long Does it Take to Read Periodicity and Stochastic Trends in Economic Time Series?

It takes the average reader 4 hours and 22 minutes to read Periodicity and Stochastic Trends in Economic Time Series by Philip Hans Franses

Assuming a reading speed of 250 words per minute. Learn more

Description

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 a stochastic trend. Periodic cointegration amounts to allowing cointegration paort-term adjustment parameters to vary with the season. The emphasis is on useful econrameters and shometric models that explicitly describe seasonal variation and can reasonably be interpreted in terms of economic behaviour. The analysis considers econometric theory, Monte Carlo simulation, and forecasting, and it is illustrated with numerous empirical time series. A key feature of the proposed models is that changing seasonal fluctuations depend on the trend and business cycle fluctuations. In the case of such dependence, it is shown that seasonal adjustment leads to inappropriate results.

How long is Periodicity and Stochastic Trends in Economic Time Series?

Periodicity and Stochastic Trends in Economic Time Series by Philip Hans Franses is 256 pages long, and a total of 65,536 words.

This makes it 86% the length of the average book. It also has 80% more words than the average book.

How Long Does it Take to Read Periodicity and Stochastic Trends in Economic Time Series Aloud?

The average oral reading speed is 183 words per minute. This means it takes 5 hours and 58 minutes to read Periodicity and Stochastic Trends in Economic Time Series aloud.

What Reading Level is Periodicity and Stochastic Trends in Economic Time Series?

Periodicity and Stochastic Trends in Economic Time Series is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Periodicity and Stochastic Trends in Economic Time Series?

Periodicity and Stochastic Trends in Economic Time Series by Philip Hans Franses is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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