Time series econometrics : a concise introduction /
Mills, Terence C.,
Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK. - 1 online resource (169 pages) : illustrations
Includes bibliographical references and index.
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.
9781137525338 (e-book)
Econometrics.
Time-series analysis.
Electronic books.
HB139 / .M554 2015
330.01/51955
Time series econometrics : a concise introduction / Terence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK. - 1 online resource (169 pages) : illustrations
Includes bibliographical references and index.
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.
9781137525338 (e-book)
Econometrics.
Time-series analysis.
Electronic books.
HB139 / .M554 2015
330.01/51955