Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
Mills, Terence C., author.
2015
HB139 .M554 2015
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Title Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
Author Mills, Terence C., author.
ISBN 9781137525321
9781137525338 (e-book)
Published Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2015.
Language English
Description 1 online resource (169 pages) : illustrations.
Call Number HB139 .M554 2015
Dewey Decimal Classification 330.01/51955
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Source of Description Description based on print version record.
Available in Other Form Time series econometrics : a concise introduction.
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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.

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