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Modelling Trends and Cycles in Econo...
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Mills, Terence C.
Modelling Trends and Cycles in Economic Time Series
Record Type:
Language materials, printed : Monograph/item
Title/Author:
Modelling Trends and Cycles in Economic Time Series/ by Terence C. Mills.
Author:
Mills, Terence C.
Description:
XI, 214 p. 50 illus., 49 illus. in color.online resource. :
Contained By:
Springer Nature eBook
Subject:
Economic theory. -
Online resource:
https://doi.org/10.1007/978-3-030-76359-6
ISBN:
9783030763596
Modelling Trends and Cycles in Economic Time Series
Mills, Terence C.
Modelling Trends and Cycles in Economic Time Series
[electronic resource] /by Terence C. Mills. - 2nd ed. 2021. - XI, 214 p. 50 illus., 49 illus. in color.online resource. - Palgrave Texts in Econometrics,2662-6608. - Palgrave Texts in Econometrics,.
1 Introduction -- 2 ‘Classical’ Techniques of Modelling Trends and Cycles -- 3 Stochastic Trends and Cycles -- 4 Filtering Economic Time Series -- 5 Nonlinear and Nonparametric Trend and Cycle Modelling -- 6 Multivariate Modelling of Trends and Cycles -- 7 Conclusions.
Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
ISBN: 9783030763596
Standard No.: 10.1007/978-3-030-76359-6doiSubjects--Topical Terms:
809881
Economic theory.
LC Class. No.: HB1-846.8
Dewey Class. No.: 330.1
Modelling Trends and Cycles in Economic Time Series
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1 Introduction -- 2 ‘Classical’ Techniques of Modelling Trends and Cycles -- 3 Stochastic Trends and Cycles -- 4 Filtering Economic Time Series -- 5 Nonlinear and Nonparametric Trend and Cycle Modelling -- 6 Multivariate Modelling of Trends and Cycles -- 7 Conclusions.
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Modelling trends and cycles in economic time series has a long history, with the use of linear trends and moving averages forming the basic tool kit of economists until the 1970s. Several developments in econometrics then led to an overhaul of the techniques used to extract trends and cycles from time series. In this second edition, Terence Mills expands on the research in the area of trends and cycles over the last (almost) two decades, to highlight to students and researchers the variety of techniques and the considerations that underpin their choice for modelling trends and cycles.
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