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Applied Time Series Analysis
Academic Press Inc (Verlag)
978-0-12-813117-6 (ISBN)
Terence Mills is Professor of Applied Statistics and Econometrics at Loughborough University and has well over 200 publications, beginning in 1977 with a paper in the European Economic Review. He has since published in most of the international economic, economic history, econometrics, finance and statistics journals and in a range of other journals, including Journal of Climate, Climatic Change, Journal of Cosmology, International Journal of Body Composition Research, Physica A, Energy and Buildings, and Journal of Public Health. He has also written or edited almost 20 books, including a range of introductory statistics and econometric texts, handbooks on econometrics, and histories of time series analysis.
1. Time Series and Their Features 2. Transforming Time Series 3. ARMA Models for Stationary Time Series 4. ARIMA Models for Nonstationary Time Series 5. Unit Roots, Difference and Trend Stationarity, and Fractional Differencing 6. Breaking and Nonlinear Trends 7. An Introduction to Forecasting With Univariate Models 8. Unobserved Component Models, Signal Extraction, and Filters 9. Seasonality and Exponential Smoothing 10. Volatility and Generalized Autoregressive Conditional Heteroskedastic Processes 11. Nonlinear Stochastic Processes 12. Transfer Functions and Autoregressive Distributed Lag Modeling 13. Vector Autoregressions and Granger Causality 14. Error Correction, Spurious Regressions, and Cointegration 15. Vector Autoregressions With Integrated Variables, Vector Error Correction Models, and Common Trends 16. Compositional and Count Time Series 17. State Space Models 18. Some Concluding Remarks
Erscheinungsdatum | 08.02.2019 |
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Verlagsort | San Diego |
Sprache | englisch |
Maße | 152 x 229 mm |
Gewicht | 520 g |
Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
ISBN-10 | 0-12-813117-9 / 0128131179 |
ISBN-13 | 978-0-12-813117-6 / 9780128131176 |
Zustand | Neuware |
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