Time Series Econometrics: A Concise Introduction: Palgrave Texts in Econometrics
Autor Terence C. Millsen Limba Engleză Hardback – 3 aug 2015
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Specificații
ISBN-13: 9781137525321
ISBN-10: 1137525320
Pagini: 156
Ilustrații: VIII, 156 p.
Dimensiuni: 140 x 216 x 11 mm
Greutate: 0.34 kg
Ediția:1st ed. 2015
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Palgrave Texts in Econometrics
Locul publicării:London, United Kingdom
ISBN-10: 1137525320
Pagini: 156
Ilustrații: VIII, 156 p.
Dimensiuni: 140 x 216 x 11 mm
Greutate: 0.34 kg
Ediția:1st ed. 2015
Editura: Palgrave Macmillan UK
Colecția Palgrave Macmillan
Seria Palgrave Texts in Econometrics
Locul publicării:London, United Kingdom
Cuprins
1. Introduction
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index
2. Modelling Stationary Time Series: the ARMA Approach
3. Non-stationary Time Series: Differencing and ARIMA Modelling
4. Unit Roots and Related Topics
5. Modelling Volatility using GARCH Processes
6. Forecasting with Univariate Models
7. Modelling Multivariate Time Series: Vector Autoregressions and Granger Causality
8. Cointegration in Single Equations
9. Cointegration in Systems of Equations
10. Extensions and Developments
Index
Notă biografică
Terence C. Mills is Professor of Applied Statistics and Econometrics at Loughborough University. He has published over 200 articles and books on topics ranging from economic history and the history of econometric thought, through economics, econometrics and finance, to health and well-being, climatology and meteorology.