Time Series Techniques for Economists - Hardcover

Mills, Terence C.

Hardcover

ISBN 10: 0521343399 ISBN 13: 9780521343398

Publisher: Cambridge University Press, 1990

Synopsis

The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. This book brings together recent research at the frontiers of the subject and analyzes the areas of time series analysis of most importance to applied economics. The author discusses three basic areas of time series analysis: univariate models, multivariate models, and nonlinear models. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. It is an up-to-date text, extending the basic techniques of analysis to cover the development of methods that can be used to analyze a wide range of economic problems.

About this title

Book Description

The application of time series techniques in economics has become increasingly important for forecasting and in the empirical analysis of time series. Three basic areas of analysis models are discussed: univariate, multivariate and nonlinear.

Review

"...I am favorably impressed with TSTE's clear exposition and numerous empirical examples....The author is to be congratulated for his diligent efforts in providing students and researchers a very good synthesis of the time series econometrics literature and a very comprehensive and useful bibliography." Econometrics Reviews

"...this book is admirable. It should be widely read, and is likely to persuade many readers of the value of time series methods, expanding the range of sensible applications of these methods to economic data." Paul Newbold, Journal of Economic Literature

Edition details

• Publisher: Cambridge University Press
• Publication date: 1990
• Language: English
• ISBN 10: 0521343399
• ISBN 13: 9780521343398
• Binding: Hardcover
• Number of pages: 387