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Mills, Terence C.

A Very British Affair

Mills, Terence C. - A Very British Affair, e-bok

208,50€

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ISBN: 9781137291264
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Table of contents

1. Time Series Analysis and the British
Terence C. Mills

2. Yule: The Time-Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions
George Udny Yule

3. Kendall: Generalizations and Extensions of Stationary Autoregressive Models
Maurice Kendall

4. Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling
James Durbin

5. Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis
Gwilym Jenkins

6. Box and Jenkins: Time Series Analysis, Forecasting and Control
George Box

7. Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis
Terence C. Mills

8. Box and Jenkins: Developments Post-1970
Terence C. Mills

9. Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity
Clive Granger

10. Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration
Terence C. Mills

11. The End of the Affair?
Terence C. Mills

Nyckelord: Economics, Economic Theory/Quantitative Economics/Mathematical Methods, Methodology/History of Economic Thought, Econometrics

Författare
Utgivare
Springer
Utgivningsår
2013
Språk
en
Utgåva
1
Serie
Palgrave Advanced Texts in Econometrics
Sidantal
450 sidor
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9781137291264
Tryckt ISBN
978-1-349-35027-8

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