Time series econometrics : : a concise introduction /

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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Mills, Terence C.,
Place / Publishing House:Houndmills, Basingstoke, Hampshire ;, New York : : Palgrave Macmillan,, 2015.
Year of Publication:2015
Language:English
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Physical Description:1 online resource (169 pages) :; illustrations
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record_format marc
spelling Mills, Terence C., author.
Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2015.
1 online resource (169 pages) : illustrations
text rdacontent
computer rdamedia
online resource rdacarrier
Includes bibliographical references and index.
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.
Description based on print version record.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Econometrics.
Time-series analysis.
Electronic books.
Print version: Mills, Terence C. Time series econometrics : a concise introduction. Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2015 9781137525321
ProQuest (Firm)
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=4001234 Click to View
language English
format eBook
author Mills, Terence C.,
spellingShingle Mills, Terence C.,
Time series econometrics : a concise introduction /
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.
author_facet Mills, Terence C.,
author_variant t c m tc tcm
author_role VerfasserIn
author_sort Mills, Terence C.,
title Time series econometrics : a concise introduction /
title_sub a concise introduction /
title_full Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
title_fullStr Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
title_full_unstemmed Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
title_auth Time series econometrics : a concise introduction /
title_new Time series econometrics :
title_sort time series econometrics : a concise introduction /
publisher Palgrave Macmillan,
publishDate 2015
physical 1 online resource (169 pages) : illustrations
contents 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.
isbn 9781137525338 (e-book)
9781137525321
callnumber-first H - Social Science
callnumber-subject HB - Economic Theory and Demography
callnumber-label HB139
callnumber-sort HB 3139 M554 42015
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=4001234
illustrated Illustrated
dewey-hundreds 300 - Social sciences
dewey-tens 330 - Economics
dewey-ones 330 - Economics
dewey-full 330.01/51955
dewey-sort 3330.01 551955
dewey-raw 330.01/51955
dewey-search 330.01/51955
oclc_num 927488380
work_keys_str_mv AT millsterencec timeserieseconometricsaconciseintroduction
status_str n
ids_txt_mv (MiAaPQ)5004001234
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is_hierarchy_title Time series econometrics : a concise introduction /
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