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Cambridge University Press Time Series Techniques for Economists

Name: Time Series Techniques for Economists
Brand: Cambridge University Press
Price: 20.44 GBP
Availability: InStock

line diagrams, tables, index, references

Econometrics

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Description

The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.

Product Specifications

Brand: Cambridge University Press
Model: line diagrams, tables, index, references
Format: paperback
ASIN: 0521405742
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 13 June 1991
Listed Since: 08 January 2007

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Cambridge University Press Time Series Techniques for Economists

About as cheap as it gets. The only time it was cheaper was 3 months ago.

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