Palgrave Advanced Texts in Econometrics

The Foundations of Modern Time Series Analysis

Authors: Mills, T.

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eBook $99.00
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  • ISBN 978-0-230-30502-1
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Hardcover $130.00
price for USA
  • ISBN 978-0-230-29018-1
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Softcover $125.00
price for USA
  • ISBN 978-1-349-33135-2
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.
About this book

This book develops the analysis of Time Series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication in 1970, showing how these methods laid the foundations for the modern techniques of Time Series analysis that are in use today.

Table of contents (16 chapters)

  • Prolegomenon: A Personal Perspective and an Explanation of the Structure of the Book

    Mills, Terence C.

    Pages 1-5

  • Yule and Hooker and the Concepts of Correlation and Trend

    Mills, Terence C.

    Pages 6-17

  • Schuster, Beveridge and Periodogram Analysis

    Mills, Terence C.

    Pages 18-29

  • Detrending and the Variate Differencing Method: Student, Pearson and Their Critics

    Mills, Terence C.

    Pages 30-63

  • Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working

    Mills, Terence C.

    Pages 64-115

Buy this book

eBook $99.00
price for USA
  • ISBN 978-0-230-30502-1
  • Digitally watermarked, no DRM
  • Included format: EPUB, PDF
  • eBooks can be used on all reading devices
  • Download immediately after purchase
Hardcover $130.00
price for USA
  • ISBN 978-0-230-29018-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $125.00
price for USA
  • ISBN 978-1-349-33135-2
  • Free shipping for individuals worldwide
  • This title is currently reprinting. You can pre-order your copy now.

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Bibliographic Information

Bibliographic Information
Book Title
The Foundations of Modern Time Series Analysis
Authors
Series Title
Palgrave Advanced Texts in Econometrics
Copyright
2011
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-30502-1
DOI
10.1057/9780230305021
Hardcover ISBN
978-0-230-29018-1
Softcover ISBN
978-1-349-33135-2
Edition Number
1
Number of Pages
XIV, 461
Topics