Palgrave Texts in Econometrics

Modelling Trends and Cycles in Economic Time Series

Authors: Mills, T.

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About this book

Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. Terence Mills introduces these various approaches to allow students and researchers to appreciate the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.

About the authors

TERENCE C. MILLS is Professor of Applied Statistics and Econometrics and the Head of the department of Economics at Loughborough University. He previously held professorial appointments at City University business school and Hull. He is the author of Time Series Techniques for Economists and The Econometric Modelling of Financial Time Series, plus over one hundred articles in journals and books.

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook 59,49 €
price for Germany (gross)
  • ISBN 978-0-230-59552-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover 106,99 €
price for Germany (gross)
  • ISBN 978-1-4039-0208-5
  • Free shipping for individuals worldwide
  • Online orders shipping within 2-3 days.
Softcover 74,89 €
price for Germany (gross)
  • ISBN 978-1-4039-0209-2
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.

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Bibliographic Information

Bibliographic Information
Book Title
Modelling Trends and Cycles in Economic Time Series
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2003
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-59552-1
DOI
10.1057/9780230595521
Hardcover ISBN
978-1-4039-0208-5
Softcover ISBN
978-1-4039-0209-2
Edition Number
1
Number of Pages
XII, 178
Topics