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Time Series Econometrics: A Concise Introduction: Palgrave Texts in Econometrics

Autor Terence C. Mills
en Limba Engleză Hardback – 3 aug 2015
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.
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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

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

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.