Modelling Trends and Cycles in Economic Time Series: Palgrave Texts in Econometrics
Autor Terence C. Millsen Limba Engleză Paperback – 31 iul 2022
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Specificații
ISBN-13: 9783030763619
ISBN-10: 3030763617
Ilustrații: XI, 214 p. 50 illus., 49 illus. in color.
Dimensiuni: 148 x 210 mm
Greutate: 0.3 kg
Ediția:2nd ed. 2021
Editura: Springer International Publishing
Colecția Palgrave Macmillan
Seria Palgrave Texts in Econometrics
Locul publicării:Cham, Switzerland
ISBN-10: 3030763617
Ilustrații: XI, 214 p. 50 illus., 49 illus. in color.
Dimensiuni: 148 x 210 mm
Greutate: 0.3 kg
Ediția:2nd ed. 2021
Editura: Springer International Publishing
Colecția Palgrave Macmillan
Seria Palgrave Texts in Econometrics
Locul publicării:Cham, Switzerland
Cuprins
1 Introduction.- 2 ‘Classical’ Techniques of Modelling Trends and Cycles.- 3 Stochastic Trends and Cycles.- 4 Filtering Economic Time Series.- 5 Nonlinear and Nonparametric Trend and Cycle Modelling.- 6 Multivariate Modelling of Trends and Cycles.- 7 Conclusions.
Notă biografică
Terence C. Mills is Emeritus Professor of Applied Statistics and Econometrics at Loughborough University, UK, where he was previously Head of the department of Economics. He previously held professorial appointments at City University business school and Hull. He is the author of Time Series Techniques for Economists and The Econometric Modelling of Financial Time Series, plus over one hundred articles in journals and books.
Textul de pe ultima copertă
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
Caracteristici
Expands on the research in the area of trends and cycles over the last (almost) two decades Highlights the developments in econometrics then led to an overhaul of the techniques used to extract trends Showcases the long history of modelling trends and cycles in economic time series