Time Series Techniques for Economists - Couverture rigide

Mills, Terence C.

Couverture rigide

ISBN 10 : 0521343399 ISBN 13 : 9780521343398

Editeur : Cambridge University Press, 1990

Synopsis

This book brings together recent research in the application of time series techniques and analyses the areas of most importance to applied economics.

A propos du livre

Présentation de l'éditeur

The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.

Revue de presse

'... the level of exposition is appropriate for a course required of all graduate students in economics ... this book is admirable. It should be widely read.' Journal of Economic Literature

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 1990
• Langue: anglais
• ISBN 10: 0521343399
• ISBN 13: 9780521343398
• Reliure: Relié
• Nombre de pages: 387
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France