Time series econometrics a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
| Author/creator | Mills, Terence C. |
| Format | Electronic |
| Publication Info | Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2015. |
| Description | pages cm |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Contents | 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. |
| General note | Includes index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2015014924 |
| ISBN | 9781137525321 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |