TY  - BOOK
AU  - Mills,Terence C.
TI  - Time series econometrics: a concise introduction 
AV  - HB139 .M554 2015
U1  - 330.01/51955 23
PY  - 2015///
CY  - Houndmills, Basingstoke, Hampshire, New York
PB  - Palgrave Macmillan
KW  - Econometrics
KW  - Time-series analysis
KW  - Electronic books
N1  - 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
UR  - https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=4001234
ER  -