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  • © 2015

Time Series Econometrics

A Concise Introduction

Palgrave Macmillan

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Part of the book series: Palgrave Texts in Econometrics (PTEC)

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Table of contents (10 chapters)

  1. Front Matter

    Pages i-viii
  2. Introduction

    • Terence C. Mills
    Pages 1-4
  3. Unit Roots and Related Topics

    • Terence C. Mills
    Pages 58-71
  4. Modelling Volatility using GARCH Processes

    • Terence C. Mills
    Pages 72-84
  5. Forecasting with Univariate Models

    • Terence C. Mills
    Pages 85-97
  6. Cointegration in Single Equations

    • Terence C. Mills
    Pages 114-133
  7. Cointegration in Systems of Equations

    • Terence C. Mills
    Pages 134-146
  8. Extensions and Developments

    • Terence C. Mills
    Pages 147-152
  9. Back Matter

    Pages 153-156

About this book

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 if they are seeking to gain an understanding of a real functioning economy.

Authors and Affiliations

  • School of Business and Economics, Loughborough University, UK

    Terence C. Mills

About the author

Terence C. Mills is Professor of Applied Statistics and Econometrics at Loughborough University. He has published over 200 articles and books on topics ranging from economic history and the history of econometric thought, through economics, econometrics and finance, to health and well-being, climatology and meteorology.

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access