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Periodic Time Series Models (Advanced Texts in Econometrics) by Philip Hans Franses and Richard Paap
In this modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
About the Author
Richard Paap is a Postdoctoral Researcher at the Econometric Institute in Erasmus University, Rotterdam.