Time Series Econometrics A Concise Introduction
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with
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Palgrave Texts in Econometrics
Regional Editors: Northern Europe: Niels Haldrup; Far East: In Choi; USA: William Greene; Southern Europe and Oceania: Tommaso Proietti The pace of developments in econometrics has made it increasingly difficult for students and professionals alike to be aware of what is important and likely to be lasting in theory and practical applications. This series addresses important key developments within a unified framework, with individual volumes organised thematically. The series is relevant for both students and professionals who need to keep up with the econometric developments, yet is written for a wide audience with a style that is designed to make econometric concepts available to economists who are not econometricians. Titles include: Simon P. Burke and John Hunter MODELLING NON-STATIONARY TIME SERIES Michael P. Clements EVALUATING ECONOMETRIC FORECASTS OF ECONOMIC AND FINANCIAL VARIABLES Lesley Godfrey BOOTSTRAP TESTS FOR REGRESSION MODELS Terence C. Mills MODELLING TRENDS AND CYCLES IN ECONOMIC TIME SERIES Kerry Patterson A PRIMER FOR UNIT ROOT TESTING Kerry Patterson UNIT ROOTS TESTS IN TIME SERIES VOLUME 1 Key Concepts and Problems Kerry Patterson UNIT ROOTS TESTS IN TIME SERIES VOLUME 2 Extensions and Developments Terence C. Mills ANALYSING ECONOMIC DATA A Concise Introduction
10.1057/9781137525338 - Time Series Econometrics, Terence C. Mills
Copyright material from www.palgraveconnect.com - licensed to Stockholm University Library - PalgraveConnect - 2015-08-29
General Editors: Kerry Patterson and Terence Mills
Terence C. Mills TIME SERIES ECONOMETRICS A Concise Introduction
Palgrave Texts in Econometrics Series Standing Order ISBN 978–1–4039–0172–9 (hardback) 978–1–4039–0173–6 (paperback) (outside North America only) You can receive future titles in this series as they are published by placing a standing order. Please contact your bookseller or, in case of difficulty, write to us at the address below with your name and address, the title of the series and one of the ISBNs quoted above. Customer Services Department, Macmillan Distribution Ltd, Houndmills, Basingstoke, Hampshire RG21 6XS, England
10.1057/9781137525338 - Time Series Econometrics, Terence C. Mills
Copyright material from www.palgraveconnect.com - licensed to Stockholm University Library - PalgraveConnect - 2015-08-29
Giuseppe Arbia A PRIMER IN SPATIAL ECONOMETRICS With Applications in R
Time Series Econometrics Terence C. Mills Professor of Applied Statistics and Econometrics, School of Business and Economics, Loughborough University, UK
10.1057/9781137525338 - Time Series Econometrics, Terence C. Mills
Copyright material from www.palgraveconnect.com - licensed to Stockholm University Library - PalgraveConnect - 2015-08-29
A Concise Introduction
© Terence C. Mills 2015
No portion of this publication may be reproduced, copied or transmitted save with written permission or in accordance with the provisions of the Copyright, Designs and Patents Act 1988, or under the terms of any licence permittin
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