Time Series Econometrics: A Concise Introduction
Author:   Terence C. Mills
Publisher:   Palgrave Macmillan
Edition:   1st ed. 2015
ISBN:  

9781137525321


Pages:   156
Publication Date:   03 August 2015
Format:   Hardback
Availability:   In Print   Availability explained
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Time Series Econometrics: A Concise Introduction


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Author:   Terence C. Mills
Publisher:   Palgrave Macmillan
Imprint:   Palgrave Macmillan
Edition:   1st ed. 2015
Dimensions:   Width: 14.00cm , Height: 1.10cm , Length: 21.60cm
Weight:   3.158kg
ISBN:  

9781137525321


ISBN 10:   1137525320
Pages:   156
Publication Date:   03 August 2015
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

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

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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.

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