Time Series Econometrics - A Concise Introduction

Informationen zum Autor 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. Klappentext 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. Zusammenfassung 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. Inhaltsverzeichnis 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

Product details

• Authors: Terence C Mills, Terence C. Mills
• Publisher: Palgrave UK
• Languages: English
• Product format: Hardback
• Released: 03.08.2015
• EAN: 9781137525321
• ISBN: 978-1-137-52532-1
• No. of pages: 164
• Series: Palgrave Texts in Econometrics; Palgrave Texts in Econometrics
• Subjects: Natural sciences, medicine, IT, technology > Natural sciences (general); Social sciences, law, business > Business > Economics; Management, B, Management und Managementtechniken, Statistics, Wahrscheinlichkeitsrechnung und Statistik, Ökonometrie und Wirtschaftsstatistik, Finance, Finance, general, Economic Theory, Management & management techniques, Statistical Theory and Methods, Financial Economics, Management science, Probability & statistics, Quantitative Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Palgrave Economics & Finance Collection, Econometrics & economic statistics, Econometrics, Finanzenwesen und Finanzindustrie