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The Foundations of Modern Time Series Analysis (Palgrave Advanced Texts in Econometrics)

Terence C. Mills

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ISBN 10: 0230290183 / ISBN 13: 9780230290181
Published by Palgrave Macmillan, 2011
New Condition: New Hardcover
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Bibliographic Details

Title: The Foundations of Modern Time Series ...

Publisher: Palgrave Macmillan

Publication Date: 2011

Binding: Hardcover

Book Condition: New

Edition: 2011.

About this title

Synopsis:

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

About the Author:

TERENCE MILLS is Professor of Applied Statistics and Econometrics at Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has over 200 publications in a wide range of areas, including The Palgrave Handbook of Econometrics, Volumes 1 and 2 (co-edited with Kerry Patterson).

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