Time series techniques for economists /
by Mills, Terence C.
Material type:
BookPublisher: Cambridge ; New York : Cambridge University Press, 1990Description: x, 377 p. : ill. ; 24 cm.ISBN: 0521343399; 0521405742 (Pbk.).Subject(s): Economics, Mathematical | Time-series analysis | Econometrics | Mathematical models | Statistics | Economic theory | Overseas item| Item type | Current location | Collection | Call number | Status | Date due | Barcode |
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Books
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Dhaka University Library General Stacks | Non Fiction | 330.028 MIT (Browse shelf) | Available | 332983 |
Includes bibliographical references (p. 349-370) and index.
Includes indexes.
Machine derived contents note: Preface -- 1. Introduction -- Part I. Exploratory Analysis of Economic Time Series: 2. The graphical display of time series -- 3. Summarising time series -- 4. Transforming and smoothing time series -- Part II. The Modelling of Univariate Economic Time Series: 5. Stationary stochastic time series models -- 6. Modelling nonstationary processes -- 7. Forecasting using ARIMA models -- 8. ARIMA model building -- 9. Exponential smoothing and its relationship to ARIMA modelling -- 10. Modelling seasonal time series -- 11. Further topics in univariate time series modelling -- Part III. The Modelling of Multivariate Economic Time Series: 12. Intervention analysis and the detection of outliers -- 13. Transfer function-noise models -- 13. Transfer function-noise models -- 14. Multiple time series modelling -- Part IV. Nonlinear Time Series Models: 15. Conditional variance models and related topics -- 16. State dependent models -- References -- Index.
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