Readership: Advanced graduate students and researchers in econometrics, as well as practitioners.
Philip Hans Franses, Econometric Institute, Erasmus University, Rotterdam, and Richard Paap, Faculty of Economics, Erasmus University, Rotterdam
1: Introduction 2: Properties of Seasonal Time Series 3: Univariate Periodic Time Series Models 4: Periodic Models for Trending Data 5: Multivariate Periodic Time Series Models Appendix