Modelling trends and cycles in economic time series / Terence C. Mills.
2021
HB3711 .M55 2021
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Details
Title
Modelling trends and cycles in economic time series / Terence C. Mills.
Author
Mills, Terence C., author.
Edition
Second edition.
ISBN
9783030763596 (electronic bk.)
3030763595 (electronic bk.)
9783030763589
3030763587
3030763595 (electronic bk.)
9783030763589
3030763587
Published
Cham : Palgrave Macmillan, [2021]
Copyright
©2021
Language
English
Description
1 online resource : illustrations (chiefly color)
Other Standard Identifiers
10.1007/978-3-030-76359-6 doi
Call Number
HB3711 .M55 2021
Dewey Decimal Classification
338.5/4015118
Summary
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.
Note
Previous edition: 2003.
Bibliography, etc. Note
Includes bibliographical references and indexes.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Series
Palgrave texts in econometrics.
Available in Other Form
Modelling trends and cycles in economic time series.
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Online Access
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Table of Contents
1 Introduction
2 Classical Techniques of Modelling Trends and Cycles
3 Stochastic Trends and Cycles
4 Filtering Economic Time Series
5 Nonlinear and Nonparametric Trend and Cycle Modelling
6 Multivariate Modelling of Trends and Cycles
7 Conclusions.
2 Classical Techniques of Modelling Trends and Cycles
3 Stochastic Trends and Cycles
4 Filtering Economic Time Series
5 Nonlinear and Nonparametric Trend and Cycle Modelling
6 Multivariate Modelling of Trends and Cycles
7 Conclusions.