TY  - BOOK
AU  - Mills, Terence C.
TI  - Time series techniques for economists
SN  - 0521343399
U1  - 330.028 20
PY  - 1990///
CY  - Cambridge, New York
PB  - Cambridge University Press
KW  - Economics, Mathematical
KW  - Time-series analysis
KW  - Econometrics
KW  - Mathematical models
KW  - Statistics
KW  - Economic theory
KW  - Overseas item
N1  - 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
ER  -