Very British Affair - Six Britons Development of Time Series Analysis During 20th Century

This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.

List of contents

Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair?

About the author

TERENCE C. MILLS is Professor of Applied Statistics and Econometrics at the University of Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has authored over 200 publications in a range of areas, including The Palgrave Handbook of Econometrics (co-edited with Kerry Patterson) and The Foundations of Modern Time Series Analysis.

Summary

This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.

Product details

• Authors: T Mills, T. Mills
• Publisher: Palgrave UK
• Languages: English
• Product format: Paperback / Softback
• Released: 14.01.2014
• EAN: 9781349350278
• ISBN: 978-1-349-35027-8
• No. of pages: 450
• Series: Palgrave Advanced Texts in Econometrics; Palgrave Advanced Texts in Eco; Palgrave Advanced Texts in Econometrics; Palgrave Advanced Texts in Eco
• Subjects: Social sciences, law, business > Business > Economics; B, Economic history, Economic Theory, Management science, Quantitative Economics, History of Economic Thought and Methodology, History of Economic Thought/Methodology, Economic Theory/Quantitative Economics/Mathematical Methods, Palgrave Economics & Finance Collection, Econometrics & economic statistics, Econometrics