000 | 01997cam a2200349 a 4500 | ||
---|---|---|---|
001 | 1067782 | ||
003 | BD-DhUL | ||
005 | 20160508145202.0 | ||
008 | 890324s1990 enka b 001 0 eng | ||
010 | _a 89007187 | ||
015 | _aGB89-36920 | ||
020 | _a0521343399 | ||
020 | _a0521405742 (Pbk.) | ||
035 | _a1067782 | ||
040 |
_aDLC _beng _cDLC _dDLC _dLC _dBD-DhUL |
||
082 | 0 | 0 |
_a330.028 _220 _bMIT |
100 | 1 | _aMills, Terence C. | |
245 | 1 | 0 |
_aTime series techniques for economists / _cTerence C. Mills. |
260 |
_aCambridge ; _aNew York : _bCambridge University Press, _c1990. |
||
300 |
_ax, 377 p. : _bill. ; _c24 cm. |
||
504 | _aIncludes bibliographical references (p. 349-370) and index. | ||
504 | _aIncludes indexes. | ||
505 | 0 | 0 | _aMachine 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. |
650 | 0 | _aEconomics, Mathematical. | |
650 | 0 | _aTime-series analysis. | |
653 | _aEconometrics | ||
653 | _aMathematical models | ||
653 | _aStatistics | ||
653 | _aEconomic theory | ||
653 | _aOverseas item | ||
942 |
_2ddc _cBK |
||
999 |
_c61860 _d61860 |