Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics) - Hardcover

Mills, Terence C.

 
9783030763589: Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics)
Hardcover
ISBN 10: 3030763587 ISBN 13: 9783030763589
Publisher: Palgrave Macmillan, 2021

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. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.


"synopsis" may belong to another edition of this title.

About the Author

​Terence C. Mills is Emeritus Professor of Applied Statistics and Econometrics at Loughborough University, UK, where he was previously Head of the department of Economics. 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.



From the Back Cover

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. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

"About this title" may belong to another edition of this title.

Publisher
Palgrave Macmillan
Publication date
2021
Language
English
ISBN 10 
3030763587
ISBN 13 
9783030763589
Binding
Hardcover
Edition number
2
Number of pages
225

Other Popular Editions of the Same Title

9783030763619: Modelling Trends and Cycles in Economic Time Series (Palgrave Texts in Econometrics)

Featured Edition

ISBN 10:  3030763617 ISBN 13:  9783030763619
Publisher: Palgrave Macmillan, 2022
Softcover