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