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Synopsis
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
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About the Author
TERENCE C. MILLS is Professor of Applied Statistics and Econometrics and the Head of the department of Economics at Loughborough University. He previously held professorial appointments at City University business school and Hull. He is the author of Time Series Techniques for Economists and The Econometric Modelling of Financial Time Series, plus over one hundred articles in journals and books.
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Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics)
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Modelling Trends and Cycles in Economic Time Series
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ISBN 13: 9781403902092
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Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics)
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Paperback. Condition: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 6545-9781403902092
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Blanda. Condition: New. Dust Jacket Condition: Nuevo. No Aplica (illustrator). 1. Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles. 240 gr. Libro. Seller Inventory # 9781403902092LEA36962
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Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics)
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Modelling Trends and Cycles in Economic Time Series
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