Mills, Terence C., <br/><br/>
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 
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781137525338 (e-book) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics.<br/>Time-series analysis.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HB139  / .M554 2015 
<br/><br/><label>Dewey Class. No.: </label>330.01/51955