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008 150429s2015 enkad ob 001 0 eng|d
020 _z9781137525321
020 _a9781137525338 (e-book)
035 _a(MiAaPQ)EBC4001234
035 _a(Au-PeEL)EBL4001234
035 _a(CaPaEBR)ebr11101373
035 _a(CaONFJC)MIL834452
035 _a(OCoLC)927488380
040 _aMiAaPQ
_beng
_erda
_epn
_cMiAaPQ
_dMiAaPQ
050 4 _aHB139
_b.M554 2015
082 0 _a330.01/51955
_223
100 1 _aMills, Terence C.,
_eauthor.
245 1 0 _aTime series econometrics :
_ba concise introduction /
_cTerence C. Mills, Professor of Applied Statistics and Econometrics, Department of Economics, Loughborough University, UK.
264 1 _aHoundmills, Basingstoke, Hampshire ;
_aNew York :
_bPalgrave Macmillan,
_c2015.
300 _a1 online resource (169 pages) :
_billustrations
336 _atext
_2rdacontent
337 _acomputer
_2rdamedia
338 _aonline resource
_2rdacarrier
504 _aIncludes bibliographical references and index.
505 0 _aIntroduction -- 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.
588 _aDescription based on print version record.
590 _aElectronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
650 0 _aEconometrics.
650 0 _aTime-series analysis.
655 4 _aElectronic books.
776 0 8 _iPrint version:
_aMills, Terence C.
_tTime series econometrics : a concise introduction.
_dHoundmills, Basingstoke, Hampshire : Palgrave Macmillan, 2015
_z9781137525321
797 2 _aProQuest (Firm)
856 4 0 _uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=4001234
_zClick to View
999 _c236522
_d236522