Palgrave Advanced Texts in Econometrics

A Very British Affair

Six Britons and the Development of Time Series Analysis During the 20th Century

Authors: Mills, T.

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About this book

This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.

About the authors

TERENCE C. MILLS is Professor of Applied Statistics and Econometrics at the University of Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has authored over 200 publications in a range of areas, including The Palgrave Handbook of Econometrics (co-edited with Kerry Patterson) and The Foundations of Modern Time Series Analysis.

Table of contents (11 chapters)

Table of contents (11 chapters)
  • Time Series Analysis and the British

    Pages 1-2

    Mills, Terence C.

  • Yule: The Time-Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions

    Pages 3-69

    Yule, George Udny

  • Kendall: Generalizations and Extensions of Stationary Autoregressive Models

    Pages 70-108

    Kendall, Sir Maurice

  • Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling

    Pages 109-139

    Durbin, James

  • Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis

    Pages 140-160

    Jenkins, Gwilym

Buy this book

eBook $84.99
price for USA (gross)
  • ISBN 978-1-137-29126-4
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $110.00
price for USA
  • ISBN 978-0-230-36911-5
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $105.00
price for USA
  • ISBN 978-1-349-35027-8
  • 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
A Very British Affair
Book Subtitle
Six Britons and the Development of Time Series Analysis During the 20th Century
Authors
Series Title
Palgrave Advanced Texts in Econometrics
Copyright
2013
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-1-137-29126-4
DOI
10.1057/9781137291264
Hardcover ISBN
978-0-230-36911-5
Softcover ISBN
978-1-349-35027-8
Edition Number
1
Number of Pages
XIII, 437
Topics