Time series techniques for economists /
Mills, Terence C.
Time series techniques for economists / Terence C. Mills. - Reprinted. - New York, N.Y. : Cambridge University Press, 1998. - x, 377 páginas : ilustradas ; 22 cm.
Preface, ix -- Introduction, 1 -- Part I. Exploratory analysis of economic time series, 5 -- 2. The graphical display of time series, 7 -- 3. Summarising time series, 19 -- 4. Transforming and smoothing time series, 40 -- Part II. The modelling of univariate economic time series, 61 -- 5. Stationary stoehastie time series models, 63 -- 6. Modelling nonstationary processes, 92 -- 7. Forecasting using ARIMA models, 104 -- 8. ARIMA model building, 116 -- 9. Exponential smoothing and its relationship to ARIMA modeling, 153 -- 10. Modelling seasonal time series, 164 -- 11. Further topies in univariate time series modeling, 199 -- Part III. The modelling of multivariate economic time series, 233 -- 12. Intervention analysis and the detection of outliers, 235 -- 13. Transfer function-noise models, 248 -- 14. Multiple time series modeling, 281 -- Part IV. Nonlinear time series models, 323 -- 15. Conditional variance models and related topics, 325 -- 16. State dependent, models, 342 -- References, 349 -- Index, 371.
0521405742
Economía matemática.
Análisis económico.
HB / 135 .M55 1998