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Mills, Terence C.

The Foundations of Modern Time Series Analysis

Mills, Terence C. - The Foundations of Modern Time Series Analysis, ebook

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ISBN: 9780230305021
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Table of contents

1. Prolegomenon: A Personal Perspective and an Explanation of the Structure of the Book
Terence C. Mills

2. Yule and Hooker and the Concepts of Correlation and Trend
Terence C. Mills

3. Schuster, Beveridge and Periodogram Analysis
Terence C. Mills

4. Detrending and the Variate Differencing Method: Student, Pearson and Their Critics
Terence C. Mills

5. Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working
Terence C. Mills

6. Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances
Terence C. Mills

7. The Formal Modelling of Stationary Time Series: Wold and the Russians
Terence C. Mills

8. Generalizations and Extensions of Stationary Autoregressive Models: From Kendall to Box and Jenkins
Terence C. Mills

9. Statistical Inference, Estimation and Model Building for Stationary Time Series
Terence C. Mills

10. Dealing with Nonstationarity: Detrending, Smoothing and Differencing
Terence C. Mills

11. Forecasting Nonstationary Time Series
Terence C. Mills

12. Modelling Dynamic Relationships Between Time Series
Terence C. Mills

13. Spectral Analysis of Time Series: The Periodogram Revisited and Reclaimed
Terence C. Mills

14. Tackling Seasonal Patterns in Time Series
Terence C. Mills

15. Emerging Themes
Terence C. Mills

16. The Scene is Set
Terence C. Mills

Keywords: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Economic History, Statistics for Business/Economics/Mathematical Finance/Insurance, Econometrics

Author(s)
Publisher
Springer
Publication year
2011
Language
en
Edition
1
Series
Palgrave Advanced Texts in Econometrics series
Page amount
475 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780230305021
Printed ISBN
978-1-349-33135-2

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