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