Time Series Econometrics

Author:   Terence Mills
Publisher:   Taylor & Francis Ltd
ISBN:  

9780415718271


Pages:   1872
Publication Date:   27 March 2015
Format:   Mixed media product
Availability:   In Print   Availability explained
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Time Series Econometrics


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Overview

In the memorable words of Ragnar Frisch, econometrics is 'a unification of the theoretical-quantitative and the empirical-quantitative approach to economic problems'. Beginning to take shape in the 1930s and 1940s, econometrics is now recognized as a vital subdiscipline supported by a vast-and still rapidly growing-body of literature. Following the positive reception of The Rise of Econometrics (2013) (978-0-415-61678-2), Routledge now announces a new collection from its Critical Concepts in Economics series. With a comprehensive introduction, newly written by the editor, which places the assembled materials in their historical and intellectual context, Time Series Econometrics is an essential work of reference. This fully indexed collection will be particularly useful as an essential database allowing scattered and often fugitive material to be easily located. It will also be welcomed as a crucial tool permitting rapid access to less familiar-and sometimes overlooked-texts. For researchers and students, as well as economic policy-makers, it is a vital one-stop research and pedagogic resource.

Full Product Details

Author:   Terence Mills
Publisher:   Taylor & Francis Ltd
Imprint:   Routledge
Weight:   3.492kg
ISBN:  

9780415718271


ISBN 10:   0415718279
Pages:   1872
Publication Date:   27 March 2015
Audience:   College/higher education ,  Tertiary & Higher Education ,  Undergraduate
Format:   Mixed media product
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

Volume I: Laying the Foundations Part 1: Correlation and Detrending Part 2: Spurious Correlations, Random Shocks, and Induced Cycles Part 3: Modelling Stationary Time Series Part 4: Developments in Estimation and Inference Volume II: A Maturing Discipline Part 1: Modelling Relationships Between Time Series Part 2: Testing Time-Series Regression Models Part 3: Causality Volume III: Single-Equation Modelling Part 1: Dynamic Specification Part 2: Unit Roots, Time Trends, and Breaks Volume IV: Multiple-Equation Modelling Part 1: Simultaneous Equations, VARs, and Panels Part 2: Spurious Regression, Cointegration, Common Trends, and VECMs

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