EBOOK

Modelling Trends and Cycles in Economic Time Series


€ 47,99
 
kartoniert
Lieferbar innert 2 Wochen
Mai 2003

Beschreibung

Beschreibung

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. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

Inhaltsverzeichnis

Introduction 'Classical' Techniques of Modelling Trends and Cycles Stochastic Trends and Cycles Filtering Economic Time Series Nonlinear and Nonparametric Trend Modelling Multivariate Modelling of Trends and Cycles Conclusions References Index

Portrait

TERENCE C. MILLS is Professor of Applied Statistics and Econometrics and the Head of the department of Economics at Loughborough University. He previously held professorial appointments at City University business school and Hull. He is the author of Time Series Techniques for Economists and The Econometric Modelling of Financial Time Series, plus over one hundred articles in journals and books.

EAN: 9781403902092
ISBN: 1403902097
Untertitel: 'Palgrave Texts in Econometrics'. 2003. Auflage. Sprache: Englisch.
Verlag: SPRINGER VERLAG GMBH
Erscheinungsdatum: Mai 2003
Seitenanzahl: 178 Seiten
Format: kartoniert
Es gibt zu diesem Artikel noch keine Bewertungen.Kundenbewertung schreiben