01997cam a2200349 a 4500 1067782 BD-DhUL 20160508145202.0 890324s1990 enka b 001 0 eng 89007187 GB89-36920 0521343399 0521405742 (Pbk.) 1067782 DLC eng DLC DLC LC BD-DhUL 330.028 20 MIT Mills, Terence C. Time series techniques for economists / Terence C. Mills. Cambridge ; New York : Cambridge University Press, 1990. x, 377 p. : ill. ; 24 cm. Includes bibliographical references (p. 349-370) and index. Includes indexes. Machine derived contents note: Preface -- 1. Introduction -- Part I. Exploratory Analysis of Economic Time Series: 2. The graphical display of time series -- 3. Summarising time series -- 4. Transforming and smoothing time series -- Part II. The Modelling of Univariate Economic Time Series: 5. Stationary stochastic time series models -- 6. Modelling nonstationary processes -- 7. Forecasting using ARIMA models -- 8. ARIMA model building -- 9. Exponential smoothing and its relationship to ARIMA modelling -- 10. Modelling seasonal time series -- 11. Further topics in univariate time series modelling -- Part III. The Modelling of Multivariate Economic Time Series: 12. Intervention analysis and the detection of outliers -- 13. Transfer function-noise models -- 13. Transfer function-noise models -- 14. Multiple time series modelling -- Part IV. Nonlinear Time Series Models: 15. Conditional variance models and related topics -- 16. State dependent models -- References -- Index. Economics, Mathematical. Time-series analysis. Econometrics Mathematical models Statistics Economic theory Overseas item ddc BK 61860 61860 0 0 ddc 0 330_028000000000000_MIT 0 NFIC 104017 DUL DUL GEN 1991-04-23 Purchased 330.028 MIT 332983 2016-05-08 2016-05-08 BK