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Palgrave Texts in Econometrics
Open Access This content is freely available online to anyone, anywhere at any time.

Modelling our Changing World

Authors: Castle, Jennifer L., Hendry, David

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  • Published Open Access
  • Presents key concepts of time series: non-stationarity, structural breaks and model selection
  • Reviews the history of time-series modelling
  • Demonstrates how various forms of break can be detected
  • Combines theory and data
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eBook  
  • ISBN 978-3-030-21432-6
  • This book is an open access book, you can download it for free on link.springer.com
Hardcover 29,12 €
price for Spain (gross)
  • Due: October 17, 2019
  • ISBN 978-3-030-21431-9
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

This open access book focuses on the concepts, tools and techniques needed to successfully model ever-changing time-series data. It emphasizes the need for general models to account for the complexities of the modern world and how these can be applied to a range of issues facing Earth, from modelling volcanic eruptions, carbon dioxide emissions and global temperatures, to modelling unemployment rates, wage inflation and population growth.

Except where otherwise noted, this book is licensed under a Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0.


About the authors

Jennifer L. Castle is Tutorial Fellow in Economics at Magdalen College, Oxford University, UK and Research Fellow at the Institute for New Economic Thinking at the Oxford Martin School, UK. She has published extensively on general-to-specific econometric methods in modelling linear and non-linear economic time series.

David F. Hendry is Director of the Program in Economic Modelling at the Institute for New Economic Thinking and Co-director of Climate Econometrics, both at the Oxford Martin School, UK and Fellow of Nuffield College, Oxford University, UK. He was knighted in 2009, and received a Lifetime Achievement Award from the Economic and Social Research Council in 2014. He is an Honorary Vice-President and a past President of the Royal Economic Society, a Fellow of the British Academy, the Royal Society of Edinburgh, the Econometric Society, the Academy of Social Sciences, and the Journal of Econometrics, and an Honorary Fellow of the International Institute of Forecasters. He has been awarded eight Honorary Doctorates, is listed by the ISI as one of the world's 200 most cited economists, is a Thomson Reuters Citation Laureate, and has received the Guy Medal in Bronze from the Royal Statistical Society.


Table of contents (8 chapters)

Table of contents (8 chapters)
  • Introduction

    Pages 1-4

    Castle, Jennifer L. (et al.)

  • Key Concepts: A Series of Primers

    Pages 5-36

    Castle, Jennifer L. (et al.)

  • Why Is the World Always Changing?

    Pages 37-46

    Castle, Jennifer L. (et al.)

  • Making Trends and Breaks Work to Our Advantage

    Pages 47-65

    Castle, Jennifer L. (et al.)

  • Detectives of Change: Indicator Saturation

    Pages 67-84

    Castle, Jennifer L. (et al.)

Buy this book

eBook  
  • ISBN 978-3-030-21432-6
  • This book is an open access book, you can download it for free on link.springer.com
Hardcover 29,12 €
price for Spain (gross)
  • Due: October 17, 2019
  • ISBN 978-3-030-21431-9
  • Free shipping for individuals worldwide
  • The final prices may differ from the prices shown due to specifics of VAT rules

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Bibliographic Information

Bibliographic Information
Book Title
Modelling our Changing World
Authors
Series Title
Palgrave Texts in Econometrics
Copyright
2019
Publisher
Palgrave Pivot
Copyright Holder
The Editor(s) if applicable and The Author(s)
eBook ISBN
978-3-030-21432-6
DOI
10.1007/978-3-030-21432-6
Hardcover ISBN
978-3-030-21431-9
Edition Number
1
Number of Pages
XIX, 128
Number of Illustrations
42 illustrations in colour
Topics