Time series econometrics : : a concise introduction / / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
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| Place / Publishing House: | Houndmills, Basingstoke, Hampshire ;, New York : : Palgrave Macmillan,, 2015. |
| Year of Publication: | 2015 |
| Language: | English |
| Online Access: | |
| Physical Description: | 1 online resource (169 pages) :; illustrations |
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| 100 | 1 | |a Mills, Terence C., |e author. | |
| 245 | 1 | 0 | |a Time series econometrics : |b a concise introduction / |c Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK. |
| 264 | 1 | |a Houndmills, Basingstoke, Hampshire ; |a New York : |b Palgrave Macmillan, |c 2015. | |
| 300 | |a 1 online resource (169 pages) : |b illustrations | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a computer |2 rdamedia | ||
| 338 | |a online resource |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Introduction -- Modelling stationary time series : the ARMA approach -- Non-stationary time series : differencing and ARIMA modelling -- Unit roots and related topics -- Modelling volatility using GARCH processes -- Forecasting with univariate models -- Modelling multivariate time series : vector autoregressions and Granger causality -- Cointegration in single equations -- Cointegration in systems of equations -- Extensions and developments. | |
| 588 | |a Description based on print version record. | ||
| 590 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Econometrics. | |
| 650 | 0 | |a Time-series analysis. | |
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Mills, Terence C. |t Time series econometrics : a concise introduction. |d Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2015 |z 9781137525321 |
| 797 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=4001234 |z Click to View |