- Title Pages
- Other Advanced Texts in Econometrics
- List of Figures
- List of Tables
- Notation and abbreviations
- 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 A Critical values of the Dickey and Fuller statistics
- Appendix B Critical values of the Johansen trace statistics
- Appendix C Critical values of the Boswijk and Franses statistic
- Author Index
- Subject Index
- Periodic Time Series Models
- Oxford University Press
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