Modelling Trends and Cycles in Economic Time Series

T. Mills (Autor)

Buch | Hardcover

178 Seiten

2003
Palgrave Macmillan (Verlag)
978-1-4039-0208-5 (ISBN)

Titel z.Zt. nicht lieferbar
Versandkostenfrei
innerhalb Deutschlands
Auch auf Rechnung
Verfügbarkeit in der
Filiale vor Ort prüfen

Artikel merken

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.

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.

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

Erscheint lt. Verlag	15.5.2003
Reihe/Serie	Palgrave Texts in Econometrics
Zusatzinfo	XII, 178 p.
Verlagsort	Gordonsville
Sprache	englisch
Maße	138 x 216 mm
Themenwelt	Mathematik / Informatik ► Mathematik
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-4039-0208-9 / 1403902089
ISBN-13	978-1-4039-0208-5 / 9781403902085
Zustand	Neuware